The Pricing and Analysis of Target Redemption Forwards
碩士 === 國立中央大學 === 財務金融學系 === 104 === With Black-Scholes Model and Monte Carlo Approach, this paper does a complete evaluation and analysis on the derivatives, Target Redemption Forward (TRF), in Commerzbank AG, including Standard Target Forward, Counting Target Forward, Protection Leverage Targe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21571189263233363378 |