Term Structure Estimation and Butterfly Investment Strategy in Government Bonds

碩士 === 國立高雄第一科技大學 === 財務管理所 === 95 === Recently, there have been a lot of excellent studies investigating the issue of how to pursue the best fitting performance in estimating the term structure of interest rates. However, comparatively little attention has been paid to the key practical problem of...

Full description

Bibliographic Details
Main Authors: Ju-Yu Ting, 丁如玉
Other Authors: Jian-Hsin Chou
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/05635416892069871293