An Empirical Study of The Modified Hull and White Interest Rate Model in US
碩士 === 國立中興大學 === 財務金融研究所 === 92 === The modified Hull and White model Which is published by Chen and Yang on the Review of quantitative Finance and Accounting in 2002 is the landmark for the model of term structure of interest rate. This new model not only integrates “multi-factor models” and “no-a...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09185353475904777801 |