A Research on Evaluation and Simulation of Asian Option

碩士 === 大葉大學 === 會計資訊學系碩士班 === 98 === The Lehman Brothers Holdings Inc. (LEH) this type in order not to, cause the great influence on the property of investor. Adopt Asian Option in order to hedging instrument, test its to hedging result. Adopt Zhang to put forth an universal formula in 1995 and sign...

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Bibliographic Details
Main Authors: Hsiao Yu-Ting, 蕭宇廷
Other Authors: Shih Neng-Jen
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/88427572766358666774