Pricing Heterogeneous Basket Options with Stochastic Interest Rates
碩士 === 銘傳大學 === 財務金融學系碩士班 === 95 === A multinational investment portfolio may be exposed to different types of risk: currency-exchange risk, interest-rate risk, commodity-price risk. Applying basket options to hedging strategies of investment portfolio are efficiency tool. This paper employs analyti...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/admh8y |