Pricing warrant by using binomial model : comparison between historical and implied volatility / Muhammad Nasruddeen Mazlan

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Pricing warrant by using binomial model : comparison between historical and implied volatility / Muhammad Nasruddeen Mazlan

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...

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Bibliographic Details
Main Author:	Mazlan, Muhammad Nasruddeen
Format:	Thesis
Language:	English
Published:	2020
Subjects:	Mathematical statistics. Probabilities Prediction analysis
Online Access:	https://ir.uitm.edu.my/id/eprint/34827/

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