Financial Substitutes and the Deviation between Warrant Market prices and Theoretical Prices

碩士 === 國立臺北大學 === 經濟學系 === 97 === The purpose of this paper is to examine the factors of the disparity between market prices of warrants and their theoretical prices based on Black-Scholes model and Square-Root CEV model. Five major explanations were suggested for the mispricing phenomenon. These ex...

Full description

Bibliographic Details
Main Authors: Chang, Shao-Wei, 張紹瑋
Other Authors: Guo, Wen-Chung
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/28793912766213283394