Use the Structural Model to Evaluate Catastrophe Equity Put
碩士 === 國立交通大學 === 財務金融研究所 === 104 === Catastrophe equity puts (“CatEPut”) is a hedging derivative purchased by an insurance company to raising fund for compensating the loss caused by catastrophes. Insurance company pays the premium to investors to buy the option that allows it to sell its own stock...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/2597uk |