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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| Language: | English |
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2014
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| Online Access: | http://hdl.handle.net/10356/59342 |
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| Institution: | Nanyang Technological University |
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sg-ntu-dr.10356-593422023-05-19T05:41:35Z An empirical study of the dividend-adjusted black-scholes model Lum, Chiew Yuen See, Yen Nee Tay, Soo Tuang Nanyang Business School Tan How Joo DRNTU::Business 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. BUSINESS 2014-05-02T01:28:22Z 2014-05-02T01:28:22Z 1995 1995 Final Year Project (FYP) http://hdl.handle.net/10356/59342 en Nanyang Technological University 68 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 |
| spellingShingle |
DRNTU::Business Lum, Chiew Yuen See, Yen Nee Tay, Soo Tuang An empirical study of the dividend-adjusted black-scholes model |
| description |
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. |
| author2 |
Nanyang Business School |
| author_facet |
Nanyang Business School Lum, Chiew Yuen See, Yen Nee Tay, Soo Tuang |
| format |
Final Year Project |
| author |
Lum, Chiew Yuen See, Yen Nee Tay, Soo Tuang |
| author_sort |
Lum, Chiew Yuen |
| title |
An empirical study of the dividend-adjusted black-scholes model |
| title_short |
An empirical study of the dividend-adjusted black-scholes model |
| title_full |
An empirical study of the dividend-adjusted black-scholes model |
| title_fullStr |
An empirical study of the dividend-adjusted black-scholes model |
| title_full_unstemmed |
An empirical study of the dividend-adjusted black-scholes model |
| title_sort |
empirical study of the dividend-adjusted black-scholes model |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/59342 |
| _version_ |
1770564050945572864 |