On the pricing of options to exchange bond return for equity return
碩士 === 國立臺灣大學 === 商學研究所 === 91 === This thesis presents a new variety of financial derivatives: options to exchange interest rate (bond return) for equity return, and also its forward-start form. We compare in many aspects the differences between swaps and exchange options, and found that...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2003
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Online Access: | http://ndltd.ncl.edu.tw/handle/53119152032304348155 |