An evaluation of binomial model with implied volatility in pricing warrant / Khairu Azlan Abd Aziz ... [et al.]

• Главные авторы: Abd Aziz, Khairu Azlan (Автор), Mohd Abduh, Wan Mohd Yaseer (Автор), Mohd Idris, Mohd Fazril Izhar (Автор), Saian, Rizauddin (Автор)
• Формат: ‌
• Опубликовано: Universiti Teknologi MARA, Perlis, 2018-06.
• Предметы: Article; PeerReviewed
• Online-ссылка: Link Metadata

There are various models that can be applied in pricing warrant. In this study, the Binomial model with implied volatility was chosen to calculate the warrant price. The price of warrant obtained from the model will be compared with the actual price to check the accuracy and consistency of the warra...