The analysis of structured notes

碩士 === 國立中央大學 === 財務金融學系在職專班 === 103 === This article study two structured notes, respectively, a premium guaranteed currency-linked note and multi-asset-equity-linked note. Via Monte Carlo method, simulate the pricing and analysis the sensitivities of the products. Help the investors to realize th...

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Bibliographic Details
Main Authors: Hsu,chia-chun, 許家君
Other Authors: Ting-pin Wu
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/61773728246337574789