Pricing Zero Callable Bonds：the Comparison between Trinomial Tree and the Least-Squares Monte-Carlo Method
碩士 === 國立政治大學 === 金融學系 === 106 === For the bonds’ traders, they don’t have the reasonable right price to refer when they want to make a deal with their counterparts. Also to provide fair price of the company’s holding financial assets to let them follow the accounting criterions in IFRS 9 . So to f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76umae |