多資產股權連結結構型商品的評價與敏感性分析
碩士 === 國立高雄第一科技大學 === 金融研究所 === 104 === This study presents the pricing and sensitivity analysis of the multi-equity-lined structural notes by Monte Carlo simulation using copula model. We investigate the effects of correlation coefficient, volatility, number of underlying equities and interest rate...
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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/44090712110015645983 |