Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology
In: 臺大管理論叢 / NTU Management Review, Jg. 20:1 (2009-12-01), S. 41-68
Online
academicJournal
Zugriff:
Titel: |
Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology
|
---|---|
Autor/in / Beteiligte Person: | 戴天時(Dai, Tian-shyr) ; 鍾惠民(Chung, Huimin) ; 何俊儒(Ho, Chun-ju) |
Link: | |
Zeitschrift: | 臺大管理論叢 / NTU Management Review, Jg. 20:1 (2009-12-01), S. 41-68 |
Veröffentlichung: | 2009 |
Medientyp: | academicJournal |
ISSN: | 1018-1601 (print) |
Sonstiges: |
|