The Valuation of Taiwan Catastrophe Index Option With Hull and White''s Trinomial Tree Model
碩士 === 實踐大學 === 企業管理研究所 === 89 === Due to the shortage of international reinsurance capacity, the high development of insurance risk exchange and catastrophe insurance derivatives has been treated a good resolution. These related products, as catastrophe futures, catastrophe index options and catast...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79754689202283629513 |