Valuation of Cross-Currency Equity Swaps Without Currency Risks
博士 === 國立政治大學 === 國際貿易學系 === 87 === Based on Dravid,Richardson, and Sun(1993), Amin and Bodurtha(1995), and Lin(1997), this thesis first derives the computable discrete-time pricing formulas for the cross-currency one-way and two-way equity swaps without currency risks, which are exotic financial de...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11242824012395000930 |