pricing discrete barrier options with trino-binomial tree

碩士 === 中原大學 === 應用數學研究所 === 95 === With the rapid growth of financial market today, each firm must consider all of the risks they may encounter, such as price risk and credit risk. Since risks may lead to financial loss, how to hedge becomes more and more important. There are many ways of hedging, a...

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Bibliographic Details
Main Authors: Yi-Lung Chiu, 邱奕隆
Other Authors: Tian-Shyr Dai
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/90435836182016534886