The Short-Rate Model Calibration Of Subprime Storm Period
| Autor: | Chia-Chien Wu, 吳佳倩 |
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| Rok vydání: | 2009 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 97 This article will analyze the yield curve term structure under subprime storm by short-rate model. And discuss the method of calibration and the strong or weak point of these models. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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