Essays in Finance
博士 === 國立臺灣大學 === 國際企業學研究所 === 99 === The purpose of this thesis is to price the inflation indexed securities and solve for an inter-temporal portfolio consumption choice problem under inflation. In the first part of this thesis, a diffusion model for inflation rates with stochastic volatility is pr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48126859481209493339 |