一些外国金产品的定价模型.pdfVIP

Æ ℄℄ 2006 1 7 ℄   ””) 2006 1 7 2006 1 10   ℄Æ ℄  1  2  3 4  1  2  3 4  HJM 4 Pricing Models of Several Foreign Financial Instruments ABSTRACT In the context of intense economical and financial globalization, investors are more and more interested in foreign financial products and investments. According to the theory of Capital Assets Pricing Model and practical operations, investments in foreign assets can efficiently diversify the nons