A Research About Value at Risk of Taiwan''s Callable Bull/Bear Contracts
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 102 === In this paper, the study sample contracts issued in Taiwan from July 2011 to April 2014,because Callable Bull/Bear Contracts (CBBC) closelybarrier options. We use barrier options pricing model topricing CBBC ,than use to Delta-Normal, Delta-Gamma, Delta-Ga...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06585713647348025267 |