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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28793912766213283394 |