dc.coverage.temporal | 計畫年度:90 起迄日期:20010801~20020731 | en_US |
dc.creator (作者) | 廖四郎 | zh_TW |
dc.date (日期) | 2001 | en_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.pdf | en_US |
dc.identifier.uri (URI) | http://tair.lib.ntu.edu.tw:8000/123456789/3717 | en_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/pdf | en_US |
dc.format.extent | bytes | en_US |
dc.format.extent | 110362 bytes | en_US |
dc.format.extent | 110362 bytes | - |
dc.format.extent | 16689 bytes | - |
dc.format.mimetype | application/pdf | en_US |
dc.format.mimetype | application/pdf | en_US |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | text/plain | - |
dc.language | zh-TW | en_US |
dc.language.iso | zh-TW | en_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) | report | en |