Reviews of modern interest rate models and their implements

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题名:	Reviews of modern interest rate models and their implements
作者:	吳, 秀芳王, 義傑
关键词:	Vasicec Hull’s model n-factor model market models
日期:	2012
上传时间:	2012-11-18T03:13:37Z (UTC)
摘要:	We survey the prevailing interest rate models in the article. The models discussed have their unique advantages as well as their limitations. We include Vasicec models, Hull’s modified model, n-factor model, and famous market models. We also discuss the implements of these models.
显示于类别:	[財務金融系] 會議論文

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