Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.

• المؤلفون الرئيسيون: Chiam, Fong Sin., Loh, Yuh Por., Yeo, Poh Seng.
• مؤلفون آخرون: Lau, Sie Ting
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/20086
• المؤسسة: Nanyang Technological University

Warrants have become a popular financial instrument for companies raising funds in the local capital markets. When considering investments in warrants, financial analysts and brokers commonly apply a standard call option model to the underlying stock. The pricing of warrants is a natural extension o...