Valuation and analysis of equity-linked bonds on multi-underlying

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-154012

Tags

Cholesky decomposition

equity-linked bonds

Monte Carlo simulation

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0617103-154012
Date	17 June 2003
Creators	Tseng, Shih-Hsuan
Contributors	Yueh-H. Chen, Ming-chi Chen, Jen-Jsung Huang, Y. Chris Liao
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Format	application/pdf
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617103-154012
Rights	withheld, Copyright information available at source archive