債券組合凸性極大化交易策略之比較
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === Summary Since 1990s, scholars and financial analysts started to put emphasis on the convexity of bond portfolio. Given other conditions equal, the bond portfolio with greater dollar convexity will perform better than the bond portfolio with less dollar convexit...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60215231803578420007 |