Analyzing Swap Bank Call Policies for (Zero) Coupon Callable Bonds Under the Hull-White Interest Rate Model
碩士 === 國立交通大學 === 財務金融研究所 === 106 === This study undertakes the research of Su(2017), the pricing model of the international zero callable bond in cooperation with Taipei Exchange under the Hull-White interest rate model, based on which the pricing models of the coupon callable bond and the cancelab...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/j9qng9 |