Hedging Strategies of Structured Note Issuer－A Case Study of Unlimited Upside Potential Note on A Super-Financial-7 Taiwan Stock Basket Issued by Calyon Bank.
碩士 === 輔仁大學 === 金融研究所 === 96 === Structured notes mostly are composite of zero-coupon bond and various kinds of options. Past researchers focused more on pricing of embedded options than on dynamic hedging. This essay practically explores the differences between various hedging strategies. This case...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04474568074250944975 |