Estimating Yield Curves from Taiwan Government Bond Data
碩士 === 國立臺灣大學 === 財務金融學系 === 86 === This paper is to estimate yield curves from Taiwan government bond data. Fist, the paper compares the performance of two adjustment methods: the the zero coupon method and the duration method. Moreover, the paper uses b...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/12983533559030854779 |