The Application of Financial Engineering :the Valuation of Caps Embedded in Far East Textile #63 Corporate Bonds
碩士 === 國立臺灣大學 === 商學研究所 === 85 === This article applies analytical Jamshidian closed-form bond option pricing formula (1989),which is extended from Black- Sholes option pricing formula and based on the one factor Vasicek (1977) interest rate model , and t...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1997
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Online Access: | http://ndltd.ncl.edu.tw/handle/26906435122413886138 |