Pricing and Hedging Interest Rate Options in a LIBOR Market Model
博士 === 國立政治大學 === 金融研究所 === 95 === This thesis includes two main chapters. Chapter 2 is entiled as "Equity Swaps in a LIBOR Market Model" and Chapter 3 is entitled as "Cross-Currency Equity Swaps in a LIBOR Market in a Model". The conclusions of this thesis are made in Chapter 4....
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37955698805546999734 |