Catastrophe Options Pricing ─ Least-Square Monte Carlo Simulation
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 95 === The frequency and severity of catastrophe losses have increased in recent years, leading to the reduction in the capacity of reinsurance. Financial instruments such as catastrophe futures, catastrophe bonds and catastrophe options are widely applied to securi...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02089905193211194662 |