The Relation of the Stock Price Patterns and the hedging Strategies of Warrants
碩士 === 淡江大學 === 財務金融學系 === 89 === The basic option valuation model, derived by Black and Scholes(1973), assumes perfect markets. However, this is obviously an unrealistic assumption. The most important effects are those arising from the inclusion of nonzero costs of transaction in the underlying ass...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61845896669487243427 |