The Pricing of Structured Notes : Applying Least-Squares Monte Carlo Approach
碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 98 === Due to constant changes in global financial products, how to select a reliable structured note is important to investors. How to set the reasonable hedge ratio before product kickoff is also important to issuers. The purpose of this research is to analyze th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48460289772118632256 |