Pricing Analysis on Structured Products: An example of equity linked products
碩士 === 國立雲林科技大學 === 財務金融系 === 103 === This study separately applies the historical and implied volatility to estimate the prices of the single equity-linked structured products and basket equity-linked structured products. And, it analyzes the performance of equity-linked structured products. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/k4aa87 |