Pricing and hedging of 4 types of the foreign option under HJM framework
碩士 === 世新大學 === 經濟學系 === 89 === Within the Heath-Jarrow-Morton (1992) framework, this thesis studies the pricing and hedging of four European foreign bond options. These four options are: (1) foreign bond call struck in foreign currency; (2) foreign bond call struck in domestic currency; (3) fixed...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61722871993467692245 |