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