The Pricing and Risk Analyses on Foreign Currency Guaranteed Structured Product under Stochastic Volatilities
碩士 === 東吳大學 === 財務工程與精算數學系 === 100 === This thesis employs the idea of foreign currency guaranteed structured product, assuming that the underlying stock index and exchange rate are stochastic .We also analyze the volatility of stock and exchange rate of the product follows stochastic volatility pro...
Main Authors: | Pai-Chen Lo, 羅百蓁 |
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Other Authors: | Chung-Gee Lin |
Format: | Others |
Language: | zh-TW |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/36133306660571004341 |
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