The Valuation of T-Bond Futures with the End-of-Month Option
碩士 === 國立中興大學 === 財務金融研究所 === 92 === Due to the specific delivery system applied to the American Treasury bond futures, the short hold the delivery options in Treasury bond futures which are generally know as the quality option and three timing options: the accrued interest option, the wild card opt...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04778526347992301388 |