Applying Yield Curve Fitting Models to Construct Trading Strategies of Bonds---Empirical Study in Taiwan Government Bond Market
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === The term structure of interest rates is an important input for basically every pricing model and is mostly calibrated on coupon bond prices. Therefore the estimated interest rates should accurately explain the market prices of these bonds. However nearly all emp...
| 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/3e7xyx |