結構型商品之評價與分析-以不保本可買回連結雙標的每日計息商品為例

碩士 === 佛光大學 === 管理學系 === 103 === In this article, we want to calculate the fair price of the structure note using Monte Carlo simulation and to analysis the composition and characteristic of the note in financial markets. The interest payment of the note depends on the level of the dual currency and...

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Bibliographic Details
Main Authors: Yan-Jean Chuang, 莊雅真
Other Authors: Chi-Hsun Chou
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/98814698252805046102