On Hull-White Models: One and Two Factors
碩士 === 國立臺灣大學 === 資訊工程學系 === 86 === This thesis contains two main parts. In the first part, we implement a new approach for constructing no-arbitrage models of the term structure in terms of the process followed by the short rate, r. The ap...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35222573510647040173 |