Essays about: "Xinyan Lin"
Found 1 essay containing the words 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
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : 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. READ MORE
Result pages:
1