English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 91913/122132 (75%)
Visitors : 25838125      Online Users : 127
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 會計學系 > 期刊論文 >  Item 140.119/64059
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/64059

    Title: Forward-Price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks
    Other Titles: 利率、匯率及價格風險下遠期價格樹狀模型
    Authors: 王昭文;廖四郎
    Contributors: 金融系
    Keywords: 美式選擇權;遠期價格樹狀模型;隱含即期資產價格樹狀模型
    American-style contingent claims;Forward-price trees;The implied binomial or trinomial spot-price trees
    Date: 2005-08
    Issue Date: 2014-02-20 14:41:45 (UTC+8)
    Relation: 財務金融學刊, 13(2), 29-70
    Data Type: article
    Appears in Collections:[會計學系] 期刊論文

    Files in This Item:

    File Description SizeFormat

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback