An Analysis for Pricing and Hedging with Interest Rate options
碩士 === 雲林科技大學 === 財務金融系碩士班 === 98 === This article investigates the pricing and hedging with interest rate options in the LIBOR market. First, we use the quotation of market volatility to estimate the implied volatility, and discuss the relation between maturities and volatilities. When the maturity...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/67824284947015950630 |