Study of Valuing Interest Rate Derivatives Applying Ho & Lee Model
碩士 === 國立臺灣大學 === 財務金融學系 === 86 === This study applies the Ho & Lee model to value interest rate derivatives. The advantages of Ho & Lee model include：1. It is easy to apply and extend to various time length, and 2. the current term structure of i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64676854150445384031 |