Reviews of modern interest rate models and their implements

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Title:	Reviews of modern interest rate models and their implements
Authors:	吳, 秀芳王, 義傑
Keywords:	Vasicec Hull’s model n-factor model market models
Date:	2012
Issue Date:	2012-11-18T03:13:37Z (UTC)
Abstract:	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.
Appears in Collections:	[Department of Public Finance] Conference Papers

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