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.National Taiwan University / 國立臺灣大學
Project / 研究計畫
模擬分析評價利率衍生性商品的Trolle & Schwartz隨機波動度拓展模型
模擬分析評價利率衍生性商品的Trolle & Schwartz隨機波動度拓展模型
Details
Primary Data
Project title
模擬分析評價利率衍生性商品的Trolle & Schwartz隨機波動度拓展模型
Internal ID
100-2410-H-002-045-
Principal Investigator
SHYAN-YUAN LEE
Start Date
August 1, 2011
End Date
July 31, 2012
Partner Organizations
National Science and Technology Council