The Pricing and Risk Analyses on Foreign Currency Structured Product with Stochastic Volatility
碩士 === 東吳大學 === 財務工程與精算數學系 === 100 === This research mainly focuses on the valuation and risk analysis of the Foreign Currency Guaranteed Principal Structured Products (FCGP). The effect of Heston Stochastic Volatility is considered for the valuation and both the sensitivity and regression analyses...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92696794067680812801 |