The study of Taiwan Covered Warrants Subject to Credit Risk
碩士 === 銘傳大學 === 財務金融學系碩士班 === 91 === This paper presents two improved method of pricing vulnerable Black-Scholes options to measure the mispricing of warrant in Taiwan market。The study empirically tests the data from September , 1997 to the end of 2000. We find that the market price of warrants are...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52433839512891690659 |