Valuation of Catastrophe Equity Put Options under Tree Model
碩士 === 逢甲大學 === 統計與精算所 === 95 === This thesis applies valuation of structured risk management products, specializing in the theoretical model to a representative product: a catastrophe equity put option. A catastrophe equity put option indicates that the option can be exercised by two conditions. On...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92659178120342379571 |