Pricing Bermudan swaption by least-squares Monte Carlo method
碩士 === 國立政治大學 === 應用數學研究所 === 94 ===
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| Language: | zh-TW |
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2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28874090162024134615 |
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ndltd-TW-094NCCU5507009 |
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ndltd-TW-094NCCU55070092016-06-01T04:21:10Z http://ndltd.ncl.edu.tw/handle/28874090162024134615 Pricing Bermudan swaption by least-squares Monte Carlo method 利用最小平方蒙地卡羅法評價百幕達式利率交換選擇權 陳妙津 碩士 國立政治大學 應用數學研究所 94 廖四郎 吳柏林 2006 學位論文 ; thesis 40 zh-TW |
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NDLTD |
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zh-TW |
| format |
Others
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| sources |
NDLTD |
| description |
碩士 === 國立政治大學 === 應用數學研究所 === 94 ===
|
| author2 |
廖四郎 |
| author_facet |
廖四郎 陳妙津 |
| author |
陳妙津 |
| spellingShingle |
陳妙津 Pricing Bermudan swaption by least-squares Monte Carlo method |
| author_sort |
陳妙津 |
| title |
Pricing Bermudan swaption by least-squares Monte Carlo method |
| title_short |
Pricing Bermudan swaption by least-squares Monte Carlo method |
| title_full |
Pricing Bermudan swaption by least-squares Monte Carlo method |
| title_fullStr |
Pricing Bermudan swaption by least-squares Monte Carlo method |
| title_full_unstemmed |
Pricing Bermudan swaption by least-squares Monte Carlo method |
| title_sort |
pricing bermudan swaption by least-squares monte carlo method |
| publishDate |
2006 |
| url |
http://ndltd.ncl.edu.tw/handle/28874090162024134615 |
| work_keys_str_mv |
AT chénmiàojīn pricingbermudanswaptionbyleastsquaresmontecarlomethod AT chénmiàojīn lìyòngzuìxiǎopíngfāngméngdekǎluófǎpíngjiàbǎimùdáshìlìlǜjiāohuànxuǎnzéquán |
| _version_ |
1718288871359250432 |