Pricing of local equity warrants using black-scholes model

• Main Authors: Chng, Samantha Chiew En, Lim, Siew Eng, Tan, Maureen Wee Choo
• Other Authors: Chong Beng Soon
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Business::Finance
• Online Access: http://hdl.handle.net/10356/63730
• Institution: Nanyang Technological University

The Singapore stock market is discovering the potential of local equity warrants. In recent years, frenetic interest in the warrant market has caused its trading levels to reach new heights. With regard to this encouraging phenomenon, it is important that investors understand the nature of warra...