A Closed-Form Approximation for Valuing European Basket Warrants under Credit Risk and Interest Rate Risk
博士 === 國立高雄第一科技大學 === 管理研究所 === 98 === ABSTRACT Recently, a free global financial market has resulted in many economic uncertainties. To meet the need of hedging among more investors, financial derivatives have therefore been developed. Among those derivatives, basket warrants are of high leverage t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40031676717453813238 |