Dynamic and Static Hedging Effectiveness Of Single Barrier Currency Option
碩士 === 東吳大學 === 商用數學系 === 96 === In this thesis we study barrier option. We use binominal tree to price path-dependant option. In finance, the binomial options model provides a general stable numerical method for the valuation of options. The model differs from other option pricing models. In that i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05789318928495631560 |