Issuing Strategy for Structured Notes: The Case of Rainbow Option
碩士 === 國立中正大學 === 財務金融所 === 98 === Using Quasi-Monte Carlo simulation method, this study analyzes the hedge performance of various types of rainbow option and determines the optimal design of these options from the standpoint of option seller in both bull and bear market conditions. Specifically, th...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/64401358001478874003 |