Cross hedging using foreign interest rate futures

碩士 === 國立臺灣大學 === 國際貿易學系 === 82 === Since the revise of "Bank Law" and deregulation in 1989 @ , the fluctuationof interest rate of money market in @ Taiwan is becoming larger than in America.There is great @ demand for hedging interest rate risk...

Full description

Bibliographic Details
Main Authors: Chung Tsui-fen, 鍾翠芬
Other Authors: Kuo Chen-K''un
Format: Others
Language:zh-TW
Published: 1994
Online Access:http://ndltd.ncl.edu.tw/handle/90964172590306091305