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頁籤選單縮合
題 名 | Implementing Two-Factor Interest Rate Model with Path-Dependent State Variables=路徑相關的兩因子利率模型 |
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作 者 | 莊益源; | 書刊名 | 中國財務學刊 |
卷 期 | 8:2 2000.08[民89.08] |
頁 次 | 頁1-24 |
分類號 | 562.12 |
關鍵詞 | 利率模型; HJM模型; 路徑相關; Vasicek及Ho-Lee模型; Interest rate model; HJM model; Path dependent; Vasicek and Ho-Lee model; |
語 文 | 英文(English) |