The Valuation and Risk Analysis of Target Redemption Forwards with Stop-Loss Mechanism
碩士 === 東吳大學 === 財務工程與精算數學系 === 104 === By the internationalization of the RMB, the exchange rate of USD against RMB fluctuates bilaterally, the RMB no longer unilaterally appreciates as before. The domestic manufacturer who bet on the appreciation of RMB, and purchase the RMB-related derivatives suc...
Main Authors: | HUANG WEI YIN, 黃瑋盈 |
---|---|
Other Authors: | 林忠機 |
Format: | Others |
Language: | zh-TW |
Published: |
2016
|
Online Access: | http://ndltd.ncl.edu.tw/handle/20236054512975865519 |
Similar Items
-
The Valuation and Risk Analysis of Accumulated Target Redemption Forwards with Stop-Loss Condition
by: Hsu,Hao-Ran, et al.
Published: (2016) -
The Valuation and Risk Analysis of Accumulated Target Redemption Forwards
by: WU MIN-CHUN, et al.
Published: (2015) -
The Pricing and Risk Analysis of Target Redemption Forwards
by: LEE,YI-CHEN, et al.
Published: (2015) -
Target Redemption Forward
by: 郭信男 -
The Analysis of RMB Target Redemption Forward
by: Yu-Hua Lee, et al.
Published: (2016)