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題名 | 隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略=Valuation and Hedging Strategy of Equity-Linked Structured Notes under Stochastic Interest Rates and Credit Risk |
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作者 | 廖四郎; 王昭文; 吳錦文; Liao, Szu-lang; Wang, Chou-wen; Wu, Chin-wen; |
期刊 | 證券市場發展季刊 |
出版日期 | 20060100 |
卷期 | 17:4=68 民95.01 |
頁次 | 頁191-220 |
分類號 | 563.538 |
語文 | chi |
關鍵詞 | 股權聯動結構型票券; 保本型票券; 違約風險; 隨機利率; 避險策略; Equity-linked stuctured notes; Principal guaranteed note; Default risk; Stochastic interest rates; Hedging strategy; |