The pricing of prepayment equity asset swap
碩士 === 輔仁大學 === 金融研究所 === 94 === Apart from traditional equity swap with fixed or variable notional principal related with equity rate of return, this paper derives pricing formula for a notional reset equity swap which is a part of a prepayment equity swap agreement. The notional principal is reset...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19024751274446208284 |