政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/3717

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政大機構典藏 > 商學院 > 金融學系 > 國科會研究計畫 > Item 140.119/3717

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/3717

Title:	隨機利率下組合型選擇權的定價與投資組合風險管理
Other Titles:	Pricing Basket Options under Stochastic Interest Rate and Portfolio Risk Management
Authors:	廖四郎
Keywords:	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
Date:	2001
Issue Date:	2007-04-18 16:34:45 (UTC+8)
Publisher:	臺北市：國立政治大學金融系
Description:	核定金額：397400元
Data Type:	report
Appears in Collections:	[金融學系] 國科會研究計畫

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File	Description	Size	Format
902416H004016.pdf		107Kb	Adobe PDF2	1434	View/Open

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