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