Pricing hedging interest rate options under hump volatility function

Pricing hedging interest rate options under hump volatility function

碩士 === 東海大學 === 財務金融學系 === 96 ===

Bibliographic Details
Main Authors: Chang Sheng Chung, 張聖忠
Other Authors: 郭一棟
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/59026953029727148141
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spelling ndltd-TW-096THU003040082016-05-16T04:10:14Z http://ndltd.ncl.edu.tw/handle/59026953029727148141 Pricing hedging interest rate options under hump volatility function 駝峰型波動函數下之利率選擇權評價與避險 Chang Sheng Chung 張聖忠 碩士 東海大學 財務金融學系 96 郭一棟 2008 學位論文 ; thesis 0 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 東海大學 === 財務金融學系 === 96 ===
author2 郭一棟
author_facet 郭一棟
Chang Sheng Chung
張聖忠
author Chang Sheng Chung
張聖忠
spellingShingle Chang Sheng Chung
張聖忠
Pricing hedging interest rate options under hump volatility function
author_sort Chang Sheng Chung
title Pricing hedging interest rate options under hump volatility function
title_short Pricing hedging interest rate options under hump volatility function
title_full Pricing hedging interest rate options under hump volatility function
title_fullStr Pricing hedging interest rate options under hump volatility function
title_full_unstemmed Pricing hedging interest rate options under hump volatility function
title_sort pricing hedging interest rate options under hump volatility function
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/59026953029727148141
work_keys_str_mv AT changshengchung pricinghedginginterestrateoptionsunderhumpvolatilityfunction
AT zhāngshèngzhōng pricinghedginginterestrateoptionsunderhumpvolatilityfunction
AT changshengchung tuófēngxíngbōdònghánshùxiàzhīlìlǜxuǎnzéquánpíngjiàyǔbìxiǎn
AT zhāngshèngzhōng tuófēngxíngbōdònghánshùxiàzhīlìlǜxuǎnzéquánpíngjiàyǔbìxiǎn
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