The analysis of floating rate mortgage loan
碩士 === 國立高雄第一科技大學 === 金融營運所 === 92 === This study applies Vasicek's term structure of interest rate model to describe the short rate process, and also adopts the stochastic volatility model together to analyze different kinds of floating rate mortgage loans, which are adjusted rate mortgage loa...
| 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/38906118326519018430 |