Surplus Management with Embedded Option Properties under Interest Rate and Default Risks
碩士 === 國立中央大學 === 財務管理研究所 === 89 === Bierwag [1987] points out that there has been very little research into the default effects on duration-based strategies. This study compares two duration measures for evaluating the interest rate risk of a non-default-free bond with embedded option pr...
Main Authors: | Jen-I Ho, 何仁譯 |
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Other Authors: | chuang-Chang Chang |
Format: | Others |
Language: | en_US |
Published: |
2001
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Online Access: | http://ndltd.ncl.edu.tw/handle/36196994445489047621 |
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