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題名 隨機利率下組合型選擇權的定價與投資組合風險管理
其他題名 Pricing Basket Options under Stochastic Interest Rate and Portfolio Risk Management
作者 廖四郎
關鍵詞 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
日期 2001
上傳時間 18-Apr-2007 16:34:45 (UTC+8)
Publisher 臺北市:國立政治大學金融系
描述 核定金額:397400元
資料類型 report
dc.coverage.temporal 計畫年度:90 起迄日期:20010801~20020731en_US
dc.creator (作者) 廖四郎zh_TW
dc.date (日期) 2001en_US
dc.date.accessioned 18-Apr-2007 16:34:45 (UTC+8)en_US
dc.date.accessioned 8-Sep-2008 16:41:06 (UTC+8)-
dc.date.available 18-Apr-2007 16:34:45 (UTC+8)en_US
dc.date.available 8-Sep-2008 16:41:06 (UTC+8)-
dc.date.issued (上傳時間) 18-Apr-2007 16:34:45 (UTC+8)en_US
dc.identifier (Other Identifiers) 902416H004016.pdfen_US
dc.identifier.uri (URI) http://tair.lib.ntu.edu.tw:8000/123456789/3717en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/3717-
dc.description (描述) 核定金額:397400元en_US
dc.format applicaiton/pdfen_US
dc.format.extent bytesen_US
dc.format.extent 110362 bytesen_US
dc.format.extent 110362 bytes-
dc.format.extent 16689 bytes-
dc.format.mimetype application/pdfen_US
dc.format.mimetype application/pdfen_US
dc.format.mimetype application/pdf-
dc.format.mimetype text/plain-
dc.language zh-TWen_US
dc.language.iso zh-TWen_US
dc.publisher (Publisher) 臺北市:國立政治大學金融系en_US
dc.rights (Rights) 行政院國家科學委員會en_US
dc.subject (關鍵詞) 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-
dc.subject (關鍵詞) Stochastic interest rate;Risk management;Portfolio insurance;Option pricing;Forward risk neural measure-
dc.title (題名) 隨機利率下組合型選擇權的定價與投資組合風險管理zh_TW
dc.title.alternative (其他題名) Pricing Basket Options under Stochastic Interest Rate and Portfolio Risk Management-
dc.type (資料類型) reporten