Delivery Systems,Pricing and Hedging of Government Bond Futures

博士 === 國立台灣工業技術學院 === 管理技術研究所 === 85 === AbstractThe choice of settlement system is one of the major concerns for designing a futures contract. There are mainly two different systems widely adopted by exchanges to settle their government bond futures cont...

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Bibliographic Details
Main Authors: Chou, Jian-Hsin, 周建新
Other Authors: Lin,Bing-Huei
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/92372297074676491181