Effect of Interest Rate Volatility Structure on Standard and Average Caps'' Pricing
碩士 === 國立臺灣大學 === 財務金融學研究所 === 90 === Due to economic development and liberalization, interest rate becomes more volatile than before. Hedging interest rate risk has become one of the most common and important types of a financial manager’s risk management activities. As far as interest rate risk is...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05152053632293340755 |