Pricing Foreign Currency Options Under Stochastic Interest Rates

碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 92 === Since 1971 the president of American Nixon acclaim to withdraw the Bretton Woods appointments. The fix rate system has almost collapsed. The volatility of the exchange rate makes deep influence for the stability of the international business income. Foreign...

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Bibliographic Details
Main Authors: Ding-Yu Su, 蘇鼎宇
Other Authors: Shu-Ing Liu
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/82238338471559999515