Pricing the Interest Rate Derivatives Under the Optimal Yield Curves
碩士 === 國立彰化師範大學 === 商業教育學系 === 91 === This study has a discussion on the process of using the Hull & White interest rate trinomial tree to price the interest rate derivatives. This study includes the choice of interest rate models, the construction of interest rate models, the analysis of B-spli...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48027914054351864483 |