Sökning: "Xinyan Lin"

Hittade 1 uppsats innehållade orden Xinyan Lin.

  1. 1. Swaption Pricing under Hull-White Model using Finite Difference Method with Extension to European Cancellable Swap : Swaption Pricing under Hull-White Model using Finite Difference Method with Extension to European Cancellable Swap

    Magister-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Xinyan Lin; [2015]
    Nyckelord :swaption; hull-white; finite difference; cancellabe swaption;

    Sammanfattning : This thesis mainly focuses on analyzing and pricing European swaption via Crank{Nicolson Finite Dierence method. This paper begins with some rather common instruments, denitions and valuations are also provided. LÄS MER