Numerical Methods for Model Calibration under Credit Risk
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 87 === Interest rate derivatives are instruments whose payoffs depend in some way on interest rates. To price them, it involves constructing a model to describe the probabilistic behavior of interest rates. When va...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95592249534521969397 |