Pricing International Zero Callable Bonds Under The Hull-White Interest Rate Model
碩士 === 國立交通大學 === 財務金融研究所 === 105 === To price the zero callable bond under Hull-White Model, We calibrate two parameters, mean reverting rate and volatility, for the Hull-White Model by approaching the market data to the model data, then we construct the model to cooperate with the callable bonds t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/e35ssa |