A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is application/pdf
.
Pricing of Embedded Options in Bank Deposits and Loans Based on Jump-Diffusion Interest Rate Model
2021
Complexity
The marketization of interest rate is an inevitable requirement for China's financial reform and joining the WTO to connect with the international financial market. It is also an important link to improve the marketization degree of China's financial system. The marketization of interest rate in China is gradually advancing according to its preset mode. In the process of interest rate marketization, an unavoidable problem is that while the interest rate marketization gives the commercial banks
doi:10.1155/2021/9975536
fatcat:b5j77mvqkvhuzdqj532qqscmwy