The application of dynamic interest rate model
碩士 === 國立臺灣大學 === 商學系 === 84 === Dynamic intrest rate models produce the dynamic of the term structure intrest rate that is useful for pricing intrest rate contingents claims. By pstulating interest rate sensitive security prices as determined by a small...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63846695954425377851 |