Price Behaviors of Warrants
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 102 === The thesis investigates the decreasing time value of warrants, estimated from the theta, implied in Black-Scholes model. By studying the change of time value on warrants, we find that the out of money warrant, firstly, the theta decries with the decreasing d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46799808611139646683 |