The Pricing of Option with Credit Risk--An Application of Non-central Chi-aquare Distribution

碩士 === 銘傳大學 === 國際企業學系碩士班 === 91 === English Summary The financial innovation of Taiwan has been grew up rapidly and aggressively in recent years. All kinds of derivative commodities are recommended from some advanced countries and promote the diversification of financial commodities. Sec...

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Bibliographic Details
Main Authors: Mavericks Ho, 何維浩
Other Authors: Sheng-Yuan Chen
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/32616417246113559761