On the Valuation And Risk Of Structured Notes

Autor: Chen-Chung Chen, 陳振忠
Rok vydání: 2009
Druh dokumentu: 學位論文 ; thesis
Popis: 97
Structured Notes carry high return and high risk. Before pruchasing these notes, investors must understand if they will suffer capital loss at maturity, the investment instruments, duration, the curreny of pricing, the loss due to exchange rate fluctuation, rate of return and the evaluation frequency. More importantly,the maximum possible loss is critical, if early redemption occurs. This paper deals with the valuation and risk analysis on related derivatives,trying to provide a guideline on the investment of structured notes。
Databáze: Networked Digital Library of Theses & Dissertations