by Chan Man Kam, Chung Kwai Ying, Fung Po Hei. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaf 52. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.vi / ACKNOWLEDGEMENT --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Justification of the research --- p.1 / Research Objectives --- p.3 / Chapter II. --- METHODOLOGY --- p.5 / Data Source --- p.5 / Models --- p.7 / Model 1-Simplified Kassouf Model --- p.8 / Model 2 -Shelton Model --- p.10 / Model 3-Black-Scholes Model --- p.13 / Testing Methods --- p.16 / Objectives --- p.16 / Test of accuracy --- p.17 / Rank Test --- p.19 / Chapter III. --- RESULTS & FINDINGS --- p.22 / Estimating the Shelton Model --- p.22 / Estimation of Shelton Model --- p.22 / The validity of model --- p.26 / Overestimation or underestimation --- p.31 / Mean Error vs. Mean Absolute Error --- p.32 / Ranking of the models --- p.33 / Sensitivity Analysis --- p.37 / Simplified Kassouf Model --- p.38 / Shelton Model --- p.39 / Black-Scholes Model --- p.42 / Elasticity of warrant price --- p.43 / Warrants issued by the same company --- p.44 / Chapter IV. --- CONCLUSION --- p.46 / Chapter V. --- LIMITATION OF MODELS & FUTURE RESEARCH --- p.48 / APPENDICES --- p.50 / BIBLIOGRAPHY --- p.52
Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318517 |
Date | January 1990 |
Contributors | Chan, Man Kam., Chung, Kwai Ying., Fung, Po Hei., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
Publisher | Chinese University of Hong Kong |
Source Sets | The Chinese University of Hong Kong |
Language | English |
Detected Language | English |
Type | Text, bibliography |
Format | print, vii, 52 leaves : 1 chart ; 30 cm. |
Coverage | China, Hong Kong |
Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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