Warrant pricing : Singapore experience.

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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Bibliografiske detaljer
Hovedforfatter:	Li, Zhi.
Andre forfattere:	Keshab Man Shrestha
Format:	Thesis
Sprog:	English
Udgivet:	2009
Fag:	DRNTU::Business::Finance::Equity
Online adgang:	http://hdl.handle.net/10356/20215

Lignende værker

Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
af: Chiam, Fong Sin., et al.
Udgivet: (2009)

Empirical study of Black-Scholes warrant pricing model on the stock exchange of Singapore.
af: Leow, Soon Siong., et al.
Udgivet: (2009)

Impact of price error on warrant and its underlying asset.
af: Lim, Choon Kwang., et al.
Udgivet: (2008)

Structured warrant pricing in Singapore.
af: Koh, Jessica Mun Yee., et al.
Udgivet: (2008)

Pricing Nikkei index put warrants under fixed and floating exchange rate.
af: Solihin, Norman., et al.
Udgivet: (2009)

IPO pricing in Singapore.
af: Goh, Li Yin., et al.
Udgivet: (2008)

Warrants fundamentals and factors affecting warrant pricing
af: Low, Sharon Wan Kein, et al.
Udgivet: (2015)

The reaction of share prices to share buyback in Singapore.
af: Chang, Shui Lin., et al.
Udgivet: (2008)

Pricing of underwriting services in the Singapore initial public offering market.
af: Chan, Ying Ying., et al.
Udgivet: (2008)

Property stock price changes are justified by property price and rental changes : a study on the strength of their correlation in Singapore.
af: Chua, Michael Lee Huat., et al.
Udgivet: (2009)

Time period effects of changes in interest rates on stock-prices in Singapore.
af: Tan, Hock Yew.
Udgivet: (2009)

Empirical test on the rock's model of the pricing of initial public offerings in Singapore.
af: Lim, Hoon Khiat., et al.
Udgivet: (2008)

Technical analysis : relationship between price change and trading volume in the Singapore equity market
af: Lee, Chui Leng, et al.
Udgivet: (2015)

Impact of annual financial results announcement on security prices : case of Singapore stock market
af: See Tho, Soat Ching, et al.
Udgivet: (2008)

Pricing of Singapore corporate warrants: An empirical analysis using the black-scholes model
af: Tan, Mui Ling, et al.
Udgivet: (2014)

An empirical investigation of IPO pricing and operating performance of firms.
af: Tan, Michelle Mei Xuan., et al.
Udgivet: (2008)

Pricing of IPO for Internet companies.
af: Lim, Danny., et al.
Udgivet: (2008)

Analysing cycles in equity prices.
af: Ng, Lee Huang., et al.
Udgivet: (2008)

Dynamics between stock price and exchange rates in Australia, Canada and New Zealand.
af: Lim, Chee Li., et al.
Udgivet: (2009)

Price manipulation around seasoned equity offerings.
af: Lau, Yuk Ki., et al.
Udgivet: (2010)

Mean reverting properties of price-to-fundamental ratios.
af: Cheong, Mei Yan., et al.
Udgivet: (2008)

Share repurchase announcements : an analysis of price movements of owner managed and non-owner managed companies.
af: Chang, Adeline Pei Li., et al.
Udgivet: (2008)

In search of a unified model for prediction of stock prices.
af: Kan, Andrew Mun Kit.
Udgivet: (2009)

Stock price response to announcements of withdrawal of security offerings
af: Xu, Hui
Udgivet: (2008)

Insider purchase : effectiveness in correcting falls in stock prices
af: Dong, Xiaofeng, et al.
Udgivet: (2008)

Stock prices synchronicity in both emerging and developed countries.
af: Goh, Chun Kiat., et al.
Udgivet: (2008)

Pricing of local equity warrants using black-scholes model
af: Chng, Samantha Chiew En, et al.
Udgivet: (2015)

An empirical study on the underpricing phenomenon of initial public offerings in Singapore and its association with corporate governance mechanisms.
af: Fu, Kaiting., et al.
Udgivet: (2008)

Explaining the movements in technology stock prices from 1998 to 2000
af: Gaoseb, Ulrich Freddie, et al.
Udgivet: (2008)

Singapore Internet IPOs : what explains the performance difference?
af: How, Jacqueline Zhao-Li., et al.
Udgivet: (2008)

Cost of equity in Singapore.
af: Foo, Qiao Yun., et al.
Udgivet: (2010)

Share buyback in Singapore.
af: Ong, Huay Theng., et al.
Udgivet: (2008)

Share repurchase in Singapore.
af: Chia, Ee Fong., et al.
Udgivet: (2008)

Price, volume and volatility effects associated with derivative warrant listing on the Singapore Exchange.
af: Ke, Peishan., et al.
Udgivet: (2008)

Relationship between stock prices and macroeconomic variables in selected Asian markets.
af: Sim, Hsien Hui.
Udgivet: (2008)

Stock price and volume effects associated with changes in Nikkei 225 index.
af: Wang, Ranxu.
Udgivet: (2008)

Technical analysis on Singapore stocks
af: La, Kim Phung, et al.
Udgivet: (2009)

Bear market predictability in Singapore
af: See, Yi Fong, et al.
Udgivet: (2018)

Growth and value stock in Singapore
af: Au Yeung, Renee Yue, et al.
Udgivet: (2008)

Applications of share ratios in Singapore.
af: Foo, Shan Shan., et al.
Udgivet: (2008)