Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 93 === none

Bibliographic Details
Main Authors:	Tsung-Hui Chtui, 邱宗輝
Other Authors:	Ender Su
Format:	Others
Language:	zh-TW
Published:	2005
Online Access:	http://ndltd.ncl.edu.tw/handle/15941482292667185125

id	ndltd-TW-093NKIT5218041
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spelling	ndltd-TW-093NKIT52180412016-06-06T04:11:05Z http://ndltd.ncl.edu.tw/handle/15941482292667185125 Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures 使用利率期貨契約來規避利率現貨的價格波動-以利率期間與凸性為避險比率測量基準 Tsung-Hui Chtui 邱宗輝碩士國立高雄第一科技大學風險管理與保險所 93 none Ender Su 蘇恩德 2005 學位論文 ; thesis 44 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 93 === none
author2	Ender Su
author_facet	Ender Su Tsung-Hui Chtui 邱宗輝
author	Tsung-Hui Chtui 邱宗輝
spellingShingle	Tsung-Hui Chtui 邱宗輝 Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures
author_sort	Tsung-Hui Chtui
title	Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures
title_short	Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures
title_full	Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures
title_fullStr	Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures
title_full_unstemmed	Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures
title_sort	using future contracts to hedge the spot interest rate risk- hedging ratio calibration-based on duration and convexity measures
publishDate	2005
url	http://ndltd.ncl.edu.tw/handle/15941482292667185125
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Using Future Contracts to Hedge the Spot Interest Rate Risk- Hedging Ratio Calibration-Based on Duration and Convexity Measures

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