The Empirical Analysis of Interest Rate Model and Derivatives Pricing
碩士 === 輔仁大學 === 金融研究所 === 93 === Interest rate models have played an important role in asset pricing during modern times. People with different purposes will use them to reach their goal. This thesis begins with analyzing short-term interest rate models and then taking one step further to discuss th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09424044841529777235 |