2010-06-28から1日間の記事一覧
最近国債などの金融商品の価格計算について読んでいます。 Popular models for determining interest rates of bonds include the Ho-Lee, Hull-White, and Black-Derman-Toy models. All of these models represent dr (change in interest rate) in terms …
最近国債などの金融商品の価格計算について読んでいます。 Popular models for determining interest rates of bonds include the Ho-Lee, Hull-White, and Black-Derman-Toy models. All of these models represent dr (change in interest rate) in terms …