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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/87047
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87047


    Title: 利率隨機過程下的選擇權分析
    Authors: 謝仁德
    Contributors: 沈中華
    謝仁德
    Keywords: 利率
    選擇權
    Date: 1996
    Issue Date: 2016-04-28 09:45:25 (UTC+8)
    Abstract: 本論文的目地主要是在Black-Scholes選擇權定價模型模型中引入一個利率模型Hull-White Extented Vasicek利率模型來討論選擇權的定價,及其定價模型性質的改變。在此,我們總共討論了三種選擇權的定價,包括股價選擇權、匯率選擇權及期貨選擇權。
    Description: 碩士
    國立政治大學
    金融研究所
    84352001
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002002327
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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