Interest Rate Linked Notes Pricing and Risk Analysis- an Example Study on HSBC Bank PLC 3.5-Year Leveraged CMS Spread Notes
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 95 === ABSTRACT The interest-linked bond, a new financial product, is a combination of fixed Income security and interest rate derivative, and belongs to structure notes. In order to help investors to examine the risks and returns of Interest-Linked Bonds, this stu...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32678645222600842334 |