Asset Swap Under Stochastic Interest Rate__The Pricing and Hedging of Cross-Currency Equity Swap and Interest Rate Swap
碩士 === 國立政治大學 === 金融學系 === 89 ===
Main Authors: | Bi-Chia Chiang, 姜碧嘉 |
---|---|
Other Authors: | Szu-Lang Liao |
Format: | Others |
Language: | zh-TW |
Published: |
2001
|
Online Access: | http://ndltd.ncl.edu.tw/handle/66168217511078084306 |
Similar Items
-
Pricing and Hedging of Interest Rate Swap
by: Lee, Yi-Chuan, et al.
Published: (2001) -
Hedging Interest Rate Swaps
by: Jangenstål, Lovisa
Published: (2015) -
Currency swap and interest rate swap as corporate financial instruments.
Published: (1990) -
Pricing And Hedging Credit Default Swaps With Stochastic Interest Rate
by: Yang, Chih-Hui, et al.
Published: (2012) -
The properties of interest rate swaps : An investigation of the price setting of illiquid interest rates swaps and the perfect hedging portfolios
by: Lindquist, Max
Published: (2012)