Reset Warrants: Properties, Valuation and Empirical Tests

博士 === 國立成功大學 === 企業管理學系 === 89 === Path-dependent options have become increasingly popular in recent years. A path-dependent option has a payoff directly related to movements in the price of the underlying asset during the option’s life. Reset options are one type of path-dependent options. If the...

Full description

Bibliographic Details
Main Author: 何怡滿
Other Authors: 許溪南
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/64868173904227737040