Pricing Equity-linked Bond in a Stochastic Interest Rate Framework
碩士 === 逢甲大學 === 財務金融學所 === 92 === The objective of this study is to search for an appropriate model for pricing equity-linked bond in a stochastic interest rate framework. A two-step procedure has been adopted to examine the issue. First, six major stochastic interest rate models has been compared t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/42614053480172160326 |