頁籤選單縮合
題 名 | Heath-Jarrow-Morton架構下一般化利率交換契約的評價與避險=Pricing and Hedging the General Type of Interest Rate Swap under Heath-Jarrow-Morton Model |
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作 者 | 謝承熹; 李賢源; | 書刊名 | 證券市場發展季刊 |
卷 期 | 16:1=61 2004.04[民93.04] |
頁 次 | 頁97-121 |
分類號 | 562.12 |
關鍵詞 | 利率交換; 遠期平賭測度法; Heath-jarrow-morton模型; 利率期限結構; 遠期利率隨機過程; Interest rate swap; Forward martingale measure; Heath-jarrow-morton model; Term structure of interest rates; Stochastic process of forward interest rate; |
語 文 | 中文(Chinese) |