Etd
Pricing Security Derivatives under the Forward Measure
公开可下载的内容
open in viewerThis project is an investigation and implementation of pricing derivative securities using the forward measure. It will explain the methodology of building a modified discrete Ho-Lee interest rate model to do so, along with the extraction of historical yield and interest rates to calibrate the model.
- Creator
- 贡献者
- Degree
- Unit
- Publisher
- Language
- English
- Identifier
- etd-053007-142223
- 关键词
- Advisor
- Defense date
- Year
- 2007
- Date created
- 2007-05-30
- Resource type
- Rights statement
- 最新修改
- 2021-01-28
关系
- 属于 Collection:
项目
单件
缩略图 | 标题 | 公开度 | Embargo Release Date | 行动 |
---|---|---|---|---|
mbtwarogForwardMeasure.pdf | 公开 | 下载 | ||
mbtwarogVolitilityFinal.c | 公开 | 下载 | ||
mbtwarogNodeTree.c | 公开 | 下载 |
Permanent link to this page: https://digital.wpi.edu/show/5999n346g