Pricing and Hedging Cross-Currency Portfolio Option with Stochastic Interest Rates
碩士 === 國立政治大學 === 國際貿易研究所 === 92 === In most cases, investment is made of building a portfolio rather than single asset. Therefore, it is necessary to develop techniques of valuing portfolio derivatives. Moreover, we consider a cross-currency portfolio that account for currency and interest rate ris...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88174725081838251508 |