The price difference between options and warrants.
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === The purpose of this paper is to investigate if there still exist dilution effect when we price stock warrants using stock price instead of company value as underlying asset. We used binomial tree model to price securities’ value and assumed constant return to...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/77577423177072528491 |