The pricing, hedging and application of path-dependent options

碩士 === 國立臺灣大學 === 財務金融學研究所 === 90 === The pricing and hedging of path-dependent options (PDOs) is very complex. However, PDOs is most used in the financial derivatives markets. The study is based on the Frequency Distribution Method (FDM, see Neave and Slavinsky, The Journal of Derivatives, Spring...

Full description

Bibliographic Details
Main Authors: Chin Sung, Tsou, 鄒勁松
Other Authors: Shyan Yuan, Lee
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/77601901930196955060