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    Please use this identifier to cite or link to this item: http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/83272

    Title: Simplifying Reverse Mortgage Valuation--annuity
    Authors: 温翎君
    Wen, ling chun
    教師: 林哲群
    Date: 2013
    Keywords: 逆向抵押房貸
    Abstract: 本篇推導出一個在房價、終止時間及利率是隨機的狀況下,估計逆向抵押貸款的近似定價公式。並將近似定價公式的結果與模擬的結果比較,驗證近似定價公式可以降低計算強度,並提供一個近似模擬的結果。
    URI: http://nthur.lib.nthu.edu.tw/dspace/handle/987654321/83272
    Source: http://thesis.nthu.edu.tw/cgi-bin/gs/hugsweb.cgi?o=dnthucdr&i=sGH02100071501.id
    Appears in Collections:[計量財務金融學系] 博碩士論文

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