Market Risk , Model Risk and Issuing Risk for Financial Institution writing Derivative Warrant ：Historical Simulation Evidence in Taiwan
碩士 === 銘傳大學 === 金融研究所 === 88 === This thesis investigates market risk and model risk for financial institutions writing derivative warrants in Taiwan markets. Important market imperfections such as transaction costs and primary market effects are considered in the simu-lation design. Unde...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75362477640043589183 |