Research for performance and sensitivity of covered warrants hedging strategies with transaction cost and constant volatility in China market

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Research for performance and sensitivity of covered warrants hedging strategies with transaction cost and constant volatility in China market

With development of economy, covered warrant has been the most popular derivatives in China financial market. Choosing and appropriate hedging strategy is very important for the issuers of covered warrant avoid risk and get profit. The famous Black-Scholes model is the most widely used model for opt...

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Bibliographic Details
Main Author:	SHI, YUE
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25441/

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