Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives

碩士 === 國立臺灣大學 === 財務金融學研究所 === 98 ===

Bibliographic Details
Main Authors: Ching-Ting Kuo, 郭景婷
Other Authors: 李賢源
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/03839380918431652389
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spelling ndltd-TW-098NTU053040712015-11-02T04:04:01Z http://ndltd.ncl.edu.tw/handle/03839380918431652389 Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives 一般化Heath-Jarrow-Morton利率模型對利率衍生性金融商品定價 Ching-Ting Kuo 郭景婷 碩士 國立臺灣大學 財務金融學研究所 98 李賢源 2010 學位論文 ; thesis 41 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立臺灣大學 === 財務金融學研究所 === 98 ===
author2 李賢源
author_facet 李賢源
Ching-Ting Kuo
郭景婷
author Ching-Ting Kuo
郭景婷
spellingShingle Ching-Ting Kuo
郭景婷
Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives
author_sort Ching-Ting Kuo
title Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives
title_short Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives
title_full Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives
title_fullStr Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives
title_full_unstemmed Using General Heath-Jarrow-Morton Model to Price Interest Rate Derivatives
title_sort using general heath-jarrow-morton model to price interest rate derivatives
publishDate 2010
url http://ndltd.ncl.edu.tw/handle/03839380918431652389
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