銀行利率風險管理─『存續期間缺口』期貨避險比率之研究
碩士 === 輔仁大學 === 金融研究所 === 85 === Interest rate risk is one of the most important risks for the banks. To protect the banks from the crists, it is necessary to measure and control the interest rate risk momentarilyh. This paper tries to provide models to measure the interest rate risk accurately an...
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| Format: | Others |
| Language: | zh-TW |
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1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12539619668189725923 |