The connection between interest rate parity and currency option
碩士 === 國立臺灣大學 === 國際企業學研究所 === 90 === The existing currency option researches often take a partial equilibrium approach and under constant interest rates and volatility, but many empirical results shows that interest rates and volatility are stochastic. Then Bakshi and Chen(1997) developed a currenc...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/32655355895473807160 |