A comparison of binomial-tree and trinomial-tree interest-rate models
碩士 === 國立臺灣大學 === 國際企業學系 === 85 === Dynamic interest rate models play an important role in pricing interest rate sensitive securities. The raise of interest rate risk caused by financial liberalization has enhanced the demand for hedging in...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74856014911407586010 |