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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2015
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Online Access: | http://ndltd.ncl.edu.tw/handle/61773728246337574789 |