The Application of the Pricing Models of Interest Rate Derivatives
碩士 === 國立臺灣大學 === 財務金融組 === 96 === This study is to analyze the application of pricing model on six interest rate derivatives which include Quanto Interest Rate Swap, Range Accrual Note, Quanto Range Accrual Note, Target Redemption Note, Constant Maturity Swap, and Quanto Constant Maturity Swap. F...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17759602224409350863 |