Pricing the callable perpetual bonds with least squares Monte Carlo & artificial neural network method
碩士 === 國立政治大學 === 金融學系 === 106 === This study takes callable perpetual bonds as evaluation target, using the Hull & White (1990) model to characterize the dynamic process of short-term interest rates. Firstly, using the Least Squares Monte Carlo simulation approach proposed by Longstaff & Sc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/s5c6f5 |