A swaption is a sort of fixed-income derivatives in finance, which are widely traded in financial markets. Thus, swaption pricing is a hot topic in financial mathematics. In this thesis, we will analyze swaptions whose short term interest rates are assumed to follow some affine models with dimension of factors more than two, so called multiple-factor interest rate models. Considering there is no analytical solution for such a swaption price , we attempt to approximate it, and our discussion will focus on one of these approximation method proposed by Collin-Dufresne and Goldstein. We will...
A swaption is a sort of fixed-income derivatives in finance, which are widely traded in financial markets. Thus, swaption pricing is a hot topic in fi...
Gui Guzi is the book of the selected collection of his speaking and teaching. He is famous in war time during the spring and autumn period. Since he preferred to make his seclusion in Guigu, he titled himself as Mr. Guigu. He is from the race of Hua Xia. His cultivations and teachings have cultivated lots of famous people in prehistorical China.
He is a marvelous theologian, militarist, and strategist with a much-detached attitude towards the society. Then making seclusions with his own inhabitance.
Guiguzi stands for the teacher from the seclusion valley, who might have the...
Gui Guzi is the book of the selected collection of his speaking and teaching. He is famous in war time during the spring and autumn period. Since h...
Gui Guzi is the book of the selected collection of his speaking and teaching. He is famous in war time during the spring and autumn period. Since he preferred to make his seclusion in Guigu, he titled himself as Mr. Guigu. He is from the race of Hua Xia. His cultivations and teachings have cultivated lots of famous people in prehistorical China.
He is a marvelous theologian, militarist, and strategist with a much-detached attitude towards the society. Then making seclusions with his own inhabitance.
Guiguzi stands for the teacher from the seclusion valley, who might have the...
Gui Guzi is the book of the selected collection of his speaking and teaching. He is famous in war time during the spring and autumn period. Since h...