Valuation, Hedge and Risk Management of Capped, Equity-linked and Principal-protected Notes
博士 === 國立政治大學 === 金融研究所 === 93 === This thesis studies valuation, hedge and risk management of capped equity-linked and principal-protected notes by means of the following essays: (1) Design, Valuation and Comparison of Capped Equity-linked and Principal-protected Notes (2) Valuation and Risk...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56452128140323182210 |