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Warrant Pricing
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Book Synopsis Warrant Prices in the Context of the Option Pricing Model and the Efficiency of the New York Stock Exchange by : Douglas MacLennan Patterson
Download or read book Warrant Prices in the Context of the Option Pricing Model and the Efficiency of the New York Stock Exchange written by Douglas MacLennan Patterson and published by . This book was released on 1978 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Angel Investing written by Joe Wallin and published by Holloway, Inc.. This book was released on 2020-07-01 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: Angel Investing: Start to Finish is the most comprehensive practical and legal guide written to help investors and entrepreneurs avoid making expensive mistakes. Angel investing can be fun, financially rewarding, and socially impactful. But it can also be a costly endeavor in terms of money, time, and missed opportunities. Through the successes, failures, and collective experience of the authors you’ll learn how to navigate the angel investment process to maximize your chances of success and manage downside risks as an investor or entrepreneur. You’ll learn how: - Lead investors evaluate deals - Lawyers think through term sheets - To keep perspective through losses and triumphs This book will also be of use to founders raising an angel round, who will be wise to learn how decisions are made on the other side of the table. No matter where you’re starting from, this book will give you the context to become a savvier thinker, a better negotiator, and a positive member of the angel investing and startup communities.
Book Synopsis Warrant Prices in the Concept of the Option Pricing Model by : Douglas MacLennan Patterson
Download or read book Warrant Prices in the Concept of the Option Pricing Model written by Douglas MacLennan Patterson and published by . This book was released on 1978 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Japanese Equity Warrants by : Richard Downes
Download or read book Japanese Equity Warrants written by Richard Downes and published by . This book was released on 1990 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Equity Warrant by : Massimiliano Barbi
Download or read book Equity Warrant written by Massimiliano Barbi and published by . This book was released on 2009 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: At a first approximation, equity warrants are option-like securities: in fact, they are transferable certificates which entitle the holder to buy a specific number of shares of the issuing company, at a given price, at an agreed time in the future. Accordingly, the pricing of warrants is usually performed by application of the standard option pricing theory. However, the presence of some specific features (e.g., the equity dilution) prevents from using simple plain-vanilla formulas and adds a certain degree of complication to the analysis. The purpose of this study is to present the different (and sometimes controversial) warrant pricing approaches provided by the financial literature and describe the assumptions they are based upon. By means of these formulas we price a current Italian warrant listed at Borsa Italiana and we show the mispricing we obtain with respect to the actual market price. This article is intended to address the common pricing errors made by academics and practitioners, shedding some light on the warrants' valuation process.
Book Synopsis Warrant Pricing Using Unobservable Variables by : Andrey Ukhov
Download or read book Warrant Pricing Using Unobservable Variables written by Andrey Ukhov and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical warrant pricing formula requires knowledge of the firm value and the variance of the firm value process. When warrants are outstanding the firm value itself is a function of the warrant price. Firm value and the variance of the firm value are then unobservable variables. I develop an algorithm for pricing warrants using stock prices, an observable variable, and variance of stock returns. The method also enables estimation of the variance of firm value. A proof of existence of the solution is provided.
Book Synopsis A Dynamic Programming Approach to the Valuation of Warrants by : Houng-Yhi Chen
Download or read book A Dynamic Programming Approach to the Valuation of Warrants written by Houng-Yhi Chen and published by . This book was released on 1969 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Warrant Valuation in Rational Security Markets by : Herbert Joel Weinraub
Download or read book Warrant Valuation in Rational Security Markets written by Herbert Joel Weinraub and published by . This book was released on 1972 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Warrant Pricing with Implications to the Valuation of Employee Stock Options by : Gary R. Johnston
Download or read book Warrant Pricing with Implications to the Valuation of Employee Stock Options written by Gary R. Johnston and published by . This book was released on 1999 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Warrant Pricing Using Observable Variables by : Andrey Ukhov
Download or read book Warrant Pricing Using Observable Variables written by Andrey Ukhov and published by . This book was released on 2003 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical warrant pricing formula requires knowledge of the variance of the firm value process, and the firm value. When warrants are outstanding the firm value itself is a function of the warrant price. Firm value and the variance of the firm value are then unobservable variables. I develop an algorithm for pricing warrants using stock prices, an observable variable, and variance of stock returns. The method also enables estimation of the variance of firm value. A proof of existence of the solution is provided.
Download or read book Warrant Pricing written by Chris Veld and published by . This book was released on 1999 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently several warrant pricing studies have become available for different models as well as for different countries. The most important conclusions that can be drawn from reviewing these studies are: (1) it is not necessary to make a correction on option valuation models for the dilution effect; (2) there is no conclusive evidence to replace (dividend corrected) models in which a constant volatility is assumed (Black/Scholes (1973) like models) by more complicated models such as the Jump Diffusion or the CEV model; (3) US and German warrants seem to be priced correctly, while deviations are found for Japanese warrants (underpriced by the market) and Swiss and Dutch warrants (overpriced by the market).
Book Synopsis Warrant Pricing and Listing in an Emerging Market by : Arnat Leemakdej
Download or read book Warrant Pricing and Listing in an Emerging Market written by Arnat Leemakdej and published by . This book was released on 2007 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study proposes a more complete model to pricing warrant by taking into account the expected cash infusion when warrants are exercised. The model can be extended to pricing the warrant of levered firm. In addition, the paper suggests an alternative test to examine the impact of warrant listing on volatility of the underlying stocks. The alternative test can avoid the bias from change in capital structure of the sample. This bias partly explains contradicting empirical results found in previous literature. Using daily data during 1994 to 1997 of warrants listed on the Stock Exchange of Thailnd, it finds that there exists the impact which helps stabilizing the volatility of underlying stock and pull down stock price.
Book Synopsis Bond Warrant Pricing by : M. Erin Selleck
Download or read book Bond Warrant Pricing written by M. Erin Selleck and published by . This book was released on 1984 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Andrew Mchattie on Covered Warrants by : Andrew McHattie
Download or read book Andrew Mchattie on Covered Warrants written by Andrew McHattie and published by Harriman House Limited. This book was released on 2002 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: The traditional company warrants market is set to be eclipsed by a new market which should offer huge opportunities for active investors. Revised regulations have paved the way for a new 'covered warrants' market in London.- The number of warrants available for trading by private investors on the London Stock Exchange (LSE) will multiply many times over.- Warrants will become available on a broad range of blue-chip companies, sector baskets, and on both UK and overseas indices.- Investors will be able to buy both calls and puts.- The vast majority of the new warrants will be exercisable for cash which will mean they can be traded free of stamp duty.This book is intended as a primer for investors new to covered warrants, although more experienced investors may also find some value in the timely information about the formation of the new market in London. Readers used to dealing in traditional listed warrants in the UK will find the new covered warrants quite different. Jargon is unavoidable, but it is explained in the text and in the glossary at the back.
Book Synopsis A Comparative Anlysis of Multiple Warrants Pricing Models by : Gunyawee Teekathananont
Download or read book A Comparative Anlysis of Multiple Warrants Pricing Models written by Gunyawee Teekathananont and published by . This book was released on 2006 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study investigates three multiple warrant pricing models (the Lim-Terry model, the Darsinos-Satchell model and the Dennis-Rendleman model) and a standard warrant pricing model (the Galai-Schneller model) by using warrant data from the Stock Exchange of Thailand. The multiple warrant pricing models are expected to improve the standard model since the potential dilution effects across warrant series (the subtle slippage effect and the cross-dilution effect) are considered. All of the theoretical warrant values are compared with market prices and with each other. In addition, the pricing error statistics of each model are examined in various situations: in-the-money, at-the-money, out-the-money. The empirical results reveal that all the model tend to overestimate the market prices. The standard model performs worst. The model incorporated with both of the subtle slippage and cross-dilution effects outperform the others and provide best estimates for in-the-money warrants. It is obvious that the dilution effects across warrant series have a profound influence on valuating multiple warrants. Exercising each warrant series results in a decrease in the firm value and hence affects the exercising decision of the other series. Consequently, the subtle slippage effects and the cross-dilution effect should be taken into account when multiple warrants are valued.
Book Synopsis Option Pricing & Investment Strategies by : Richard M. Bookstaber
Download or read book Option Pricing & Investment Strategies written by Richard M. Bookstaber and published by Irwin Professional Publishing. This book was released on 1987 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explains the development of option theory and pricing technology and shows how to apply this thechnology in investment and financial strategies.
Book Synopsis Derivation of Warrant Pricing Models by Adjustment of Common Option Pricing Models for Dilution and Their Empirical Testing by : Evgeny Lyandres
Download or read book Derivation of Warrant Pricing Models by Adjustment of Common Option Pricing Models for Dilution and Their Empirical Testing written by Evgeny Lyandres and published by . This book was released on 1999 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
