The Pricing of Eurodollar Futures Options Under the Market Model.
碩士 === 國立東華大學 === 企業管理學系 === 91 === Abstract The popularity of the interest rate derivatives promotes the interest rate model. Although HJM(1992) came up with the new methodology, the instantaneously forward rates of the Normal distribution seemed abnormal and didn’t exist in the real market. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85661078143514828252 |