Contigent Claim Analysis : The Pricing of Deposit Insurance and Currency Option
博士 === 國立中央大學 === 財務管理研究所 === 87 === This thesis discusses the deposit insurance of banking industry and pricing of currency options under the framework of contingent claim analysis. Basically, this thesis transforms probability measure to the martingale measure in the continuous-time an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69886347919056342220 |