随机利率模型下触发式利率挂钩型理财产品的定价  

Financial Product Pricing of Triggered Interest Rate Hook Type Under the Stochastic Interest Rate Model Type

作　　者：王冬爽 王玉文[1] 

机构地区：[1]哈尔滨师范大学数学科学学院,黑龙江哈尔滨150025

出　　处：《数学的实践与认识》2015年第13期83-89,共7页Mathematics in Practice and Theory

基　　金：国家自然科学基金(11071051)

摘　　要：主要研究随机利率模型下触发式利率挂钩型理财产品的定价,运用△-对冲技术建立偏微分方程,最终给出随机利率模型下此款理.财产品的定价.In this paper, we mainly study on financial product pricing of triggered interest rate hook type under the stochastic interest rate model, using A-hedge and partial differential equation method, finally to give this financial product pricing under stochastic interest rate model.

关 键 词：随机利率 触发式 理财产品 

分 类 号：F832.2[经济管理—金融学]