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題名 Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
作者 林士貴
Lin, Shih-Kuei
Chuang, Ming-Che
Chiang, Mi-Hsiu
貢獻者 金融系
日期 2018
上傳時間 15-Mar-2019 11:45:42 (UTC+8)
關聯 Journal of Derivatives, Vol.26, No.2, pp.50-69
資料類型 article
dc.contributor 金融系
dc.creator (作者) 林士貴
dc.creator (作者) Lin, Shih-Kuei
dc.creator (作者) Chuang, Ming-Che
dc.creator (作者) Chiang, Mi-Hsiu
dc.date (日期) 2018
dc.date.accessioned 15-Mar-2019 11:45:42 (UTC+8)-
dc.date.available 15-Mar-2019 11:45:42 (UTC+8)-
dc.date.issued (上傳時間) 15-Mar-2019 11:45:42 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/122587-
dc.format.extent 2324635 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Journal of Derivatives, Vol.26, No.2, pp.50-69
dc.title (題名) Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
dc.type (資料類型) article
dc.identifier.doi (DOI) https://doi.org/10.3905/jod.2018.1.069