Warrant pricing : Singapore experience.
Date of Issue1997
College of Business (Nanyang Business School)
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 multiple exercising choices are considered. The extensions on the asset price dynamic are the major part discussed in this section.
NANYANG TECHNOLOGICAL UNIVERSITY