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

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

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...

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書目詳細資料
Main Authors:	Chiam, Fong Sin., Loh, Yuh Por., Yeo, Poh Seng.
其他作者:	Lau, Sie Ting
格式:	Theses and Dissertations
語言:	English
出版:	2009
主題:	DRNTU::Business::Finance::Equity
在線閱讀:	http://hdl.handle.net/10356/20086
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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