Interest rate models and option pricing: A sensitivity analysis
Mathematics and Computers in Simulation
Saved in:
Main Author: | Tse, Y.K. |
---|---|
Other Authors: | ECONOMICS & STATISTICS |
Format: | Article |
Published: |
2011
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19365 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Interest Rate Models and Option Pricing: A Sensitivity Analysis
by: TSE, Yiu Kuen
Published: (1995) -
Short-term interest rate models and generation of interest rate scenarios
by: Tse, Y.K.
Published: (2011) -
FUTURES AND SPOT COMMODITY PRICES, OPTIONS, AND FORWARD INTEREST RATES: MODEL AND EMPIRICAL ANALYSIS
by: YU MIAO
Published: (2017) -
Analysis of the impact of interest rate on beta using derivative option pricing model :: Structural modeling of beta
by: , PRASETYO, Bernardus Dwi Budi, et al.
Published: (2005) -
An empirical analysis of the stochastic behaviour of short-term interest rates in Singapore
by: Tse, Y.K.
Published: (2011)