The development of interest rate term structure model and interest rate derivatives pricing theory are complementary,the former provides an enrich basic theory for later. In the fifth chapter of this article,we state a pricing method of swaption.
最后介绍了仿射期限结构模型下一类利率衍生产品——互换期权的定价方法。
参考来源 - 仿射期限结构模型理论及应用·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
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