Stochastc Approach For Bond Valuation

dc.contributor.advisor	Ha Binh, Minh
dc.contributor.author	Nguyen Thi Hoang, Yen
dc.date.accessioned	2019-12-18T02:39:30Z
dc.date.available	2019-12-18T02:39:30Z
dc.date.issued	2018
dc.identifier.other	022004622
dc.identifier.uri	http://keep.hcmiu.edu.vn:8080/handle/123456789/3476
dc.description.abstract	This paper is aimed to describe Vasicek and Cox-Ingersoll-Ross models and estimate the paramerters. Then putting these parametter in pricing formula to estimate the zero-coupon bond price by using Solver in Excel. I also give some background of bond and term stucture equation.	en_US
dc.language.iso	en_US	en_US
dc.publisher	International University - HCMC	en_US
dc.subject	Vasicek; Cox- Ingersoll- Ross models; Estimate the paramerters	en_US
dc.title	Stochastc Approach For Bond Valuation	en_US
dc.type	Thesis	en_US