An empirical study of the dividend-adjusted black-scholes model
As the stock options market of Singapore is still very young, being re-launched only on 8 March 1993, few researches have been conducted on this market. The purpose of this study is to test the significance of dividend adjustments in pricing options using the Black-Scholes Model.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/59342 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | As the stock options market of Singapore is still very young, being re-launched only on 8 March 1993, few researches have been conducted on this market. The purpose of this study is to test the significance of dividend adjustments in pricing options using the Black-Scholes Model. |
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