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pro vyhledávání: '"李昱同"'
Autor:
LEE,YU,TONG, 李昱同
103
Interest rate swaptions are important and efficient tools for hedging interest rate risks in the financial market. Black (1976) model is traditionally applied by the practitioner for the valuations of interest rate derivatives. Yet, the cons
Interest rate swaptions are important and efficient tools for hedging interest rate risks in the financial market. Black (1976) model is traditionally applied by the practitioner for the valuations of interest rate derivatives. Yet, the cons
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/93741837957251089010
