Empirical study of Black-Scholes warrant pricing model on the stock exchange of Singapore.
The pricing of warrants is a relatively new subject in securities research in Singapore. Warrant is basically a security which gives its owner the right to exchange for a fixed number of shares of a specified common stock at fixed price at any time on or before the expiration date. Unlike options, e...
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Main Authors: | Leow, Soon Siong., Tan, Kok Tian., Sia, Siong Huat. |
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其他作者: | Kwok, Branson |
格式: | Theses and Dissertations |
語言: | English |
出版: |
2009
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在線閱讀: | http://hdl.handle.net/10356/20167 |
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