Pricing And Hedging Of Callable Bull/Bear Contracts.

碩士 === 開南大學 === 財務金融學系 === 100 === Callable Bull/Bear Contracts (CBBC) is one type of barrier warrants. The high leverage and stopping loss mechanism are the main features of CBBC. The first CBBC in Taiwan was listed in Taiwan Stock Exchange Corporation (TSEC) in July, 2011. With the advantages of h...

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Bibliographic Details
Main Authors: Lin, Yen-Chieh, 林彥杰
Other Authors: Wu, Po-Cheng
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/86918000325873037202