| dc.contributor | 金融系 | en_US |
| dc.creator (作者) | 王昭文;廖四郎 | zh_TW |
| dc.date (日期) | 2005-08 | en_US |
| dc.date.accessioned | 20-Feb-2014 14:41:45 (UTC+8) | - |
| dc.date.available | 20-Feb-2014 14:41:45 (UTC+8) | - |
| dc.date.issued (上傳時間) | 20-Feb-2014 14:41:45 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/64059 | - |
| dc.format.extent | 366 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | 財務金融學刊, 13(2), 29-70 | en_US |
| dc.subject (關鍵詞) | 美式選擇權 ; 遠期價格樹狀模型 ; 隱含即期資產價格樹狀模型 | en_US |
| dc.subject (關鍵詞) | American-style contingent claims ; Forward-price trees ; The implied binomial or trinomial spot-price trees | en_US |
| dc.title (題名) | Forward-Price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks | en_US |
| dc.title.alternative (其他題名) | 利率、匯率及價格風險下遠期價格樹狀模型 | en_US |
| dc.type (資料類型) | article | en |
