The Valuation of Multi-asset Vulnerable Structured Financial Products
碩士 === 東海大學 === 財務金融學系 === 96 === This research extends the model of Klein (1996) and first provides the closed-form formulas to value vulnerable structured financial products (VSFPs) whose payoff link to n underlying assets. Our formulas not only allow the prices of the n underlying assets, the tot...
| 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/99139617900646096000 |