Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model

博士 === 國立政治大學 === 金融研究所 === 98

Bibliographic Details
Main Author:	周奇勳
Other Authors:	陳松男
Format:	Others
Language:	zh-TW
Published:	2010
Online Access:	http://ndltd.ncl.edu.tw/handle/42742445311650028312

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record_format	oai_dc
spelling	ndltd-TW-098NCCU52140102016-04-25T04:29:10Z http://ndltd.ncl.edu.tw/handle/42742445311650028312 Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model 連結匯率變動之利率衍生性商品相關研究周奇勳博士國立政治大學金融研究所 98 陳松男 2010 學位論文 ; thesis 37 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	博士 === 國立政治大學 === 金融研究所 === 98
author2	陳松男
author_facet	陳松男周奇勳
author	周奇勳
spellingShingle	周奇勳 Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model
author_sort	周奇勳
title	Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model
title_short	Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model
title_full	Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model
title_fullStr	Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model
title_full_unstemmed	Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model
title_sort	valuation of quanto interest rate derivatives in a cross-currency libor market model
publishDate	2010
url	http://ndltd.ncl.edu.tw/handle/42742445311650028312
work_keys_str_mv	AT zhōuqíxūn valuationofquantointerestratederivativesinacrosscurrencylibormarketmodel AT zhōuqíxūn liánjiéhuìlǜbiàndòngzhīlìlǜyǎnshēngxìngshāngpǐnxiāngguānyánjiū
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Valuation of quanto interest rate derivatives in a cross-currency LIBOR market model

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