A Study on the Dynamic Hedging Strategy of Convertible Bond Asset Swap Option
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === Abstract Due to the opening of financial markets and the development of financial engineering, the financial products are getting diversified, such as TX option, Taiwan 50ETF, Taiwan 50 futures, stock option, warrant, structured notes and convertible bond asset...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24555010046960582829 |