Pricing Equity-Linked Certificate of Deposit in a Stochastic Interest Rate Framework
碩士 === 逢甲大學 === 財務金融學所 === 91 === This study formulated two different behavior models, A-J option model and Monte-Carlo simulation with CIR framework, to price the Equity-Linked Certificate of Deposit (ELCD) under a stochastic interest rate framework. Furthermore, the optimal participation rate has...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57984873320963115288 |