Author: 高志強
Publisher: Open Dissertation Press
ISBN: 9781361188439
Category :
Languages : en
Pages :
Book Description
This dissertation, "A Preliminary Study of Hong Kong Warrants Using the Black-Scholesoption Pricing Model" by 高志強, Chi-keung, Anthony, Ko, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126322 Subjects: Options (Finance) Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
A Preliminary Study of Hong Kong Warrants Using the Black-Scholesoption Pricing Model
Author: 高志強
Publisher: Open Dissertation Press
ISBN: 9781361188439
Category :
Languages : en
Pages :
Book Description
This dissertation, "A Preliminary Study of Hong Kong Warrants Using the Black-Scholesoption Pricing Model" by 高志強, Chi-keung, Anthony, Ko, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126322 Subjects: Options (Finance) Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
Publisher: Open Dissertation Press
ISBN: 9781361188439
Category :
Languages : en
Pages :
Book Description
This dissertation, "A Preliminary Study of Hong Kong Warrants Using the Black-Scholesoption Pricing Model" by 高志強, Chi-keung, Anthony, Ko, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126322 Subjects: Options (Finance) Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
A Preliminary Study of Hong Kong Warrants Using the Black-Scholesoption Pricing Model
Author: Chi-keung Ko (Anthony)
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 206
Book Description
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 206
Book Description
A Study of Hong Kong Foreign Exchange Warrants Pricing Using Black-scholes Formula
Author: Chi-ming Lee (Simon)
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 238
Book Description
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 238
Book Description
A Study of Hong Kong Foreign Exchange Warrants Pricing Using Black-Scholes Formula
Author: Chi-Ming Simon Lee
Publisher: Open Dissertation Press
ISBN: 9781361164129
Category :
Languages : en
Pages :
Book Description
This dissertation, "A Study of Hong Kong Foreign Exchange Warrants Pricing Using Black-scholes Formula" by Chi-ming, Simon, Lee, 李志明, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126542 Subjects: Financial futures - China - Hong Kong - Mathematical models Foreign exchange - China - Hong Kong - Mathematical models Options (Finance) - Mathematical models Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
Publisher: Open Dissertation Press
ISBN: 9781361164129
Category :
Languages : en
Pages :
Book Description
This dissertation, "A Study of Hong Kong Foreign Exchange Warrants Pricing Using Black-scholes Formula" by Chi-ming, Simon, Lee, 李志明, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126542 Subjects: Financial futures - China - Hong Kong - Mathematical models Foreign exchange - China - Hong Kong - Mathematical models Options (Finance) - Mathematical models Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
PRICING OF HONG KONG WATTANTS
Author: 周煒強
Publisher: Open Dissertation Press
ISBN: 9781361056615
Category : Mathematics
Languages : en
Pages : 92
Book Description
This dissertation, "The Pricing of Hong Kong Wattants: an Empirical Study of the Performance of the Kassouf, Black-Scholes and Constant Elasticity Variance Option Pricing Models" by 周煒強, Wai-keung, Chow, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3197729 Subjects: Stock warrants - Price Stock warrants - Mathematical models
Publisher: Open Dissertation Press
ISBN: 9781361056615
Category : Mathematics
Languages : en
Pages : 92
Book Description
This dissertation, "The Pricing of Hong Kong Wattants: an Empirical Study of the Performance of the Kassouf, Black-Scholes and Constant Elasticity Variance Option Pricing Models" by 周煒強, Wai-keung, Chow, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3197729 Subjects: Stock warrants - Price Stock warrants - Mathematical models
A Threshold Model for the Hong Kong Warrant Prices
Author: Kin Ming Wong
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
This article examines the factors that are not considered in the Black-Scholes model in determining the price of warrants. Using the outstanding percentage as a threshold variable, we test for the existence of threshold effect in warrant prices. It is shown that for warrants with a low outstanding percentage, an increase in the outstanding percentage will lower the call price. On the other hand, for warrants with high outstanding percentage, the call price is less affected by the outstanding percentage.
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
This article examines the factors that are not considered in the Black-Scholes model in determining the price of warrants. Using the outstanding percentage as a threshold variable, we test for the existence of threshold effect in warrant prices. It is shown that for warrants with a low outstanding percentage, an increase in the outstanding percentage will lower the call price. On the other hand, for warrants with high outstanding percentage, the call price is less affected by the outstanding percentage.
Applicability of Various Option Pricing Models in Hong Kong Warrants Market
Author: Fan-Lai Yiu
Publisher: Open Dissertation Press
ISBN: 9781361171813
Category :
Languages : en
Pages :
Book Description
This dissertation, "Applicability of Various Option Pricing Models in Hong Kong Warrants Market" by Fan-lai, Yiu, 姚勳禮, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126590 Subjects: Options (Finance) Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
Publisher: Open Dissertation Press
ISBN: 9781361171813
Category :
Languages : en
Pages :
Book Description
This dissertation, "Applicability of Various Option Pricing Models in Hong Kong Warrants Market" by Fan-lai, Yiu, 姚勳禮, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126590 Subjects: Options (Finance) Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
Applicability of Various Option Pricing Models in Hong Kong Warrants Market
Author: Fan-lai Yiu
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 82
Book Description
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 82
Book Description
A Revisit to the Applicability of Option Pricing Models on the Hong Kong Warrants Market After the Stock Option is Introduced
A Revisit to the Applicability of Option Pricing Models on the Hong Kong Warrants Market After the Stock Option is Introduced
Author: Yue-kwong Lam
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 92
Book Description
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 92
Book Description