A Study of Hedging Strategy on Dim Sum Bond

碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 102 ===   The main economic function of interest rate futures and bond futures are to provide the hedging instruments for the market traders. However, there are still no appropriate futures contracts for hedging the Dim Sum bond. This study uses the Dim Sum bond...

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Bibliographic Details
Main Authors: Chi-ying Lin, 林佶穎
Other Authors: Jian-Hsin Chou
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/58081607997081933787