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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2000
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Online Access: | http://ndltd.ncl.edu.tw/handle/31237131666636528775 |