Pricing Interest Rate Swap
碩士 === 淡江大學 === 財務金融學系 === 86 === This study has developed a two-factor stocahstic volatility to investigate interest rate swap valuations and bond valuationsunder stochastic volatility, and also, assuming initial stochasticvolatility equals the volatilit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76156362877839291056 |