Valuation and Analysis of Index-Linked Note by Copula Model
碩士 === 國立成功大學 === 統計學系碩博士班 === 96 === The index-linked note on multi-underlying is a new financial product. It is a combination of fixed incomes security and derivative, and is belong to structure notes. In order to help investors to have further understanding about the risks and returns of bond, th...
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/84450941732354749013 |