The Pricing of High Yield Equity-linked Note
碩士 === 東吳大學 === 財務工程與精算數學系 === 101 === This paper is based on High Yield Equity-Linked Notes(HYELN). This quanto HYELN is composite of multi-asset option, discrete barrier option and look-back option. Therefore,we use Monte Carlo simulation to evaluate bond prices and conduct sensitivity analysis....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67614624175505019949 |