Empirical study of Black-Scholes warrant pricing model on the stock exchange of Singapore.

• Main Authors: Leow, Soon Siong., Tan, Kok Tian., Sia, Siong Huat.
• Other Authors: Kwok, Branson
• Format: Theses and Dissertations
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/20167
• Institution: Nanyang Technological University

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...