The Pricing, Risk Measure, Hedging and Arbitrage of Bonds with Embedded Options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 91 === Fixed-Income market is the largest financial market in the world. With the progress of financial engineering technologies, the interest rate options become the fastest growing products in the derivative market. Bonds with embedded call or put options...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59443477946643949050 |