Establishing a General Pricing Information System by Using Monte Carlo Simulation Methods and its Empirical Studies on Exotic Call Options, Warrants and Strutured Instrument
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === This paper applies different Monte Carlo simulations methods including Crude Monte Carlo, Antithetic Variates, Halton Sequences and Faure Sequences to build an analytic environment for pricing exotic options. By using the system, exotic options, such as Digit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96019070828363128002 |