Pricing the SPIN

KC Chen, RS Sears - Financial Management, 1990 - JSTOR
While there does seem to be some pricing biases during an initial seasoning period of the
SPIN and during the period immediately following the market crash of 1987, overall the …

The derivatives sourcebook

T Lim, AW Lo, RC Merton… - Foundations and Trends …, 2006 - nowpublishers.com
Abstract The Derivatives Sourcebook is a citation study and classification system that
organizes the many strands of the derivatives literature and assigns each citation to a …

[BOOK][B] Development of a warrant-pricing model for the Thai warrant market

P Poommarapan - 1999 - search.proquest.com
INFORMATION TO USERS Page 1 INFORMATION TO USERS This manuscript has been
reproduced from the microfilm master. UMI films the text directly from the original or copy …