The Valuation and Risk Analysis of Accumulated Target Redemption Forwards
碩士 === 東吳大學 === 財務工程與精算數學系 === 103 === For the past few years, many local banks in Taiwan were officially reprimanded for irregularities over the sale of Target Redemption Forward contracts (TRF). Therefore, this thesis is to assess and price the Value at Risk(VaR) of the financial instruments w...
| 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/38340863349905619413 |