Sökning: "Xinyan Lin"
Hittade 1 uppsats innehållade orden Xinyan Lin.
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 kommunikationSammanfattning : 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
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