n Investment Analysts Journal - Warrant pricing premiums on the JSE
|Article Title||Warrant pricing premiums on the JSE|
|© Publisher:||Taylor & Francis|
|Journal||Investment Analysts Journal|
|Author||A. Apostolellis and T. Maxwell|
|Publication Date||Jan 2002|
ISI Social Science
Extracted from text ... Number 56 - Part 1 A Apostolellis and T Maxwell* Warrant pricing premiums on the JSE Email: firstname.lastname@example.org and Maxwell.email@example.com 1. Introduction On the 2nd of October 1997, Deutsche Morgan Grenfell (DMG) issued the first warrant on the Johannesburg Stock Exchange (JSE). Since then the market has grown substantially. The value of warrants traded in 1998 exceeded R1 Billion (Cope, 1999). The number of listed instruments grew from one warrant in October 1997 to forty six warrants in February 1998 and over one hundred warrants in January 2000. No research had been published on this extremely fast growing market ..
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