Pricing path-dependent derivatives

碩士 === 國立臺灣大學 === 資訊工程學研究所 === 87 === A financial derivative is a financial instrument whose payoff is based on other elementary financial instruments, such as bonds or stocks. With the rapid growth and deregulation of many economies, more derivatives are being designed by the financial...

Full description

Bibliographic Details
Main Authors: Dai, Tian-Shyr, 戴天時
Other Authors: Lyuu, Yuh-Dauh
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/20971664531418736276