使用跳躍擴散樹狀模型評價巨災權益賣權

Full metadata record

DC Field	Value	Language
dc.contributor.author	王靖雅	zh_TW
dc.contributor.author	戴天時	zh_TW
dc.contributor.author	Wang, Ching-Ya	en_US
dc.contributor.author	Dai, Tian-Shyr	en_US
dc.date.accessioned	2018-01-24T07:36:44Z	-
dc.date.available	2018-01-24T07:36:44Z	-
dc.date.issued	2016	en_US
dc.identifier.uri	http://etd.lib.nctu.edu.tw/cdrfb3/record/nctu/#GT070053417	en_US
dc.identifier.uri	http://hdl.handle.net/11536/138792	-
dc.language.iso	zh_TW	en_US
dc.subject	跳躍擴散樹狀模型	zh_TW
dc.subject	巨災權益賣權	zh_TW
dc.subject	非線性誤差	zh_TW
dc.subject	Jump Diffusion Tree model	en_US
dc.subject	CatEPut	en_US
dc.subject	nonlinear error	en_US
dc.title	使用跳躍擴散樹狀模型評價巨災權益賣權	zh_TW
dc.title	Pricing Catastrophe Equity Put under Jump Diffusion Tree Model	en_US
dc.type	Thesis	en_US
dc.contributor.department	資訊管理研究所	zh_TW
Appears in Collections:	Thesis