Warrant pricing : Singapore experience.
With certain modification, a comprehensive theoretical review is conducted on the various valuation and volatility estimation techniques in the first part of the thesis. The entire pricing structure is laid out in detail, where the effect of debt, dividend, changing exercise price and date and multi...
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2009
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| Online Access: | http://hdl.handle.net/10356/20215 |
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sg-ntu-dr.10356-202152024-01-12T10:09:21Z Warrant pricing : Singapore experience. Li, Zhi. Keshab Man Shrestha Nanyang Business School DRNTU::Business::Finance::Equity With certain modification, a comprehensive theoretical review is conducted on the various valuation and volatility estimation techniques in the first part of the thesis. The entire pricing structure is laid out in detail, where the effect of debt, dividend, changing exercise price and date and multiple exercising choices are considered. The extensions on the asset price dynamic are the major part discussed in this section. Master of Business Administration 2009-12-14T09:11:30Z 2009-12-14T09:11:30Z 1997 1997 Thesis http://hdl.handle.net/10356/20215 en NANYANG TECHNOLOGICAL UNIVERSITY 163 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| language |
English |
| topic |
DRNTU::Business::Finance::Equity |
| spellingShingle |
DRNTU::Business::Finance::Equity Li, Zhi. Warrant pricing : Singapore experience. |
| description |
With certain modification, a comprehensive theoretical review is conducted on the various valuation and volatility estimation techniques in the first part of the thesis. The entire pricing structure is laid out in detail, where the effect of debt, dividend, changing exercise price and date and multiple exercising choices are considered. The extensions on the asset price dynamic are the major part discussed in this section. |
| author2 |
Keshab Man Shrestha |
| author_facet |
Keshab Man Shrestha Li, Zhi. |
| format |
Theses and Dissertations |
| author |
Li, Zhi. |
| author_sort |
Li, Zhi. |
| title |
Warrant pricing : Singapore experience. |
| title_short |
Warrant pricing : Singapore experience. |
| title_full |
Warrant pricing : Singapore experience. |
| title_fullStr |
Warrant pricing : Singapore experience. |
| title_full_unstemmed |
Warrant pricing : Singapore experience. |
| title_sort |
warrant pricing : singapore experience. |
| publishDate |
2009 |
| url |
http://hdl.handle.net/10356/20215 |
| _version_ |
1789482896666394624 |