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    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/3717

    Title: 隨機利率下組合型選擇權的定價與投資組合風險管理
    Other Titles: Pricing Basket Options under Stochastic Interest Rate and Portfolio Risk Management
    Authors: 廖四郎
    Keywords: 隨機利率;風險管理;投資組合保險;選擇權定價;遠期風險中立測度
    Stochastic interest rate;Risk management;Portfolio insurance;Option pricing;Forward risk neural measure
    Date: 2001
    Issue Date: 2007-04-18 16:34:45 (UTC+8)
    Publisher: 臺北市:國立政治大學金融系
    Description: 核定金額:397400元
    Data Type: report
    Appears in Collections:[金融學系] 國科會研究計畫

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