Pricing Taiwan Covered Warrants Subject to Credit Risk
碩士 === 國立成功大學 === 國際企業研究所碩博士班 === 90 === This paper value the Taiwan Covered Warrants using the Binominal European options pricing model. There are two kinds of credit risk, one is the underlying stock risk, the other is the default risk of issuing financial instruments. We always ignore the last, e...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63752799594089320071 |