Essays about: "Xinyan Lin"

Found 1 essay containing the words 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

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Xinyan Lin; [2015]
    Keywords : swaption; hull-white; finite difference; cancellabe swaption;

    Abstract : This thesis mainly focuses on analyzing and pricing European swaption viaCrank{Nicolson Finite Dierence method. This paper begins with somerather common instruments, denitions and valuations are also provided. READ MORE