The Application of Order Statistics in Pricing the Japanese Government Bond Futures AND implicit Option
碩士 === 國立台灣工業技術學院 === 管理技術研究所 === 85 === Abstract The contents of this paper focus on discussions about the pricingof bond futures and implied option . Find out the future price ofimplied quality option and the cheapest-to- deliver(CTD) bond price and v...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63441322690944274627 |