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
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15941482292667185125 |