Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
Warrants have become a popular financial instrument for companies raising funds in the local capital markets. When considering investments in warrants, financial analysts and brokers commonly apply a standard call option model to the underlying stock. The pricing of warrants is a natural extension o...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2009
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/20086 |