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...

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Bibliographic Details
Main Authors: Ming-lun Hsieh, 謝明倫
Other Authors: Hsiu-li Hsi
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/84450941732354749013