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    請使用永久網址來引用或連結此文件: http://ir.meiho.edu.tw/ir/handle/987654321/1962


    題名: Reviews of modern interest rate models and their implements
    作者: 吳, 秀芳
    王, 義傑
    關鍵詞: Vasicec
    Hull’s model
    n-factor model
    market models
    日期: 2012
    上傳時間: 2012-11-18T03:13:37Z (UTC)
    摘要: We survey the prevailing interest rate models in the article. The models discussed have their unique advantages as well as their limitations. We include Vasicec models, Hull’s modified model, n-factor model, and famous market models. We also discuss the implements of these models.
    顯示於類別:[財務金融系] 會議論文

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