The Valuation and Analyses of the Inflation-Protected-Linked and Defaultable Notes in Stochastic Interest Rate Model
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 95 === With the increase of oil price, the consumer price index is raising in the world. How to hedge inflation risk is important concern for investors. This article expands the work by Cathcart and El-Jahel（1998） to present the inflation-protected-linked and defau...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04065456610796778611 |