Pricing and Hedging of Interest Rate Swap
碩士 === 國立臺灣大學 === 財務金融學研究所 === 89 === Interest Rate Swap (IRS) constitutes 51% of world OTC derivatives position, which is the largest portion. It is obvious that IRS is the most important interest rate risk management tool in the word, but in Taiwan the IRS only constitutes 2% of OTC derivatives tr...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65069556549026120554 |