Pricing Financial and Natural CAT Bonds With Early Exercise Feature.
碩士 === 國立中央大學 === 財務金融研究所 === 92 === The loss from financial catastrophic events (mainly caused by interest rate and exchange rate movements) has never being considered in the CAT bond literature. We introduce “financial CAT bonds”, whereby the term structure of interest rates is dependent of the ca...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21926924733685671574 |