An Analysis of the Overpricing Phenomenon of the Equity-linked Structured Products in the Primary Market in Taiwan
碩士 === 中興大學 === 高階經理人碩士在職專班 === 94 === In this empirical study, 906 term sheets in three different types of ELNs structured products in Taiwan are collected. In addition, the Monte Carol simulation method is applied to pricing the theoretical values of theses contract, and the comparison between the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/08292907351056551104 |