Research of Short-erm Interest Rate and Future market in Taiwan

碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === Abstract: The aim of the essay is to discuss the necessary of developing bill future, use the concept of interest rate term structure on the basis of risk-free arbitrage, do the research of the theory price of bill future, use the hedge theory of futu...

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Bibliographic Details
Main Authors: Wang, Ming-Yu, 汪明瑜
Other Authors: Lee, Shyan-Yuan
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/31237131666636528775