Dynamic Hedging: Time-varying optimal hedging, by return-based and range-based models under different dependent structures
碩士 === 國立臺灣大學 === 財務金融學研究所 === 97 === The world has experienced the global financial crisis and extremely volatile impact for the past year. Under this circumstance, the demands for risk management increase. For investor who possesses spot assets, it is natural to think of the corresponding future...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/53905514485873315660 |