| Translated title of the contribution | Adjustable Rate Mortgage-Backed Securities Pricing:Application of CIR Interest Rate Model and Jump Diffusion Process |
|---|---|
| Original language | Chinese (Traditional) |
| Supervisors/Advisors |
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| State | Published - 2003 |
| Externally published | Yes |
結合CIR利率模型與跳躍擴散過程評價浮動利率抵押貸款證券
阮富揚
Research output: Types of Thesis › Master's thesis