Option Pricing and Numerical Techniques for Pricing Interest Rate Derivatives

碩士 === 國立交通大學 === 應用數學系 === 89 === In the world , the securities have become very popular , with a wide variety of istrument trading in the finance and investment market . And option market becomes more and more important . Here we concentrate on models for pricing interest rate derivatives and its...

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Bibliographic Details
Main Authors: Li-Shu Chen, 陳麗淑
Other Authors: Yuan-Chung Sheu
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/75352731981694622130