單因子Heath-Jarrow-Morton模型隱含參數之估計~T-Bill分析
碩士 === 元智大學 === 管理研究所 === 89 === ABSTRCT Our main motivation is to estimate implied parameters of the HJM model and test the effectiveness of their model. The estimating problem associated with the HJM model is that there is a stochastic term in the forward bond price formu...
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| Format: | Others |
| Language: | zh-TW |
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2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87137434631209382996 |