Pricing warrant by using binomial model: comparison between historical and implied volatility / Khairu Azlan Abd Aziz ... [et al.]

• Asıl Yazarlar: Abd Aziz, Khairu Azlan (Yazar), Mohd Idris, Mohd Fazril Izhar (Yazar), Wan Daud, Wan Suhana (Yazar), Mazlan, Muhammad Nasruddeen (Yazar)
• Materyal Türü: Kitap
• Baskı/Yayın Bilgisi: Universiti Teknologi MARA, Sabah, 2020-07.
• Konular: Article; PeerReviewed
• Online Erişim: Link Metadata

A warrant is a security that allows the holder to buy and sell the underlying share at a fixed price until expiry date. Warrant price will always fluctuates since the underlying share also fluctuates. Hence, determining the warrant price is the main problem among the investors in Malaysia. This rese...