The Valuation and Risk Analysis of Target Redemption Forwards with Stop-Loss Mechanism

碩士 === 東吳大學 === 財務工程與精算數學系 === 104 === By the internationalization of the RMB, the exchange rate of USD against RMB fluctuates bilaterally, the RMB no longer unilaterally appreciates as before. The domestic manufacturer who bet on the appreciation of RMB, and purchase the RMB-related derivatives suc...

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Bibliographic Details
Main Authors: HUANG WEI YIN, 黃瑋盈
Other Authors: 林忠機
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/20236054512975865519