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

• প্রধান লেখক: Abd Aziz, Khairu Azlan (লেখক), Mohd Abduh, Wan Mohd Yaseer (লেখক), Mohd Idris, Mohd Fazril Izhar (লেখক), Saian, Rizauddin (লেখক)
• বিন্যাস: গ্রন্থ
• প্রকাশিত: Universiti Teknologi MARA, Perlis, 2018-06.
• বিষয়গুলি: Article; PeerReviewed
• অনলাইন ব্যবহার করুন: 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...