Construction of the Information Value-added Analysis Model for the Interest Rate Derivative Securities Market

• Main Authors: Chou, Robert, 周俊傑
• Other Authors: An-Pin Chen
• Format: Others
• Language: zh-TW
• Published: 1997
• Online Access: http://ndltd.ncl.edu.tw/handle/51906697983390055205

碩士 === 國立交通大學 === 資訊管理研究所 === 85 === The progress of computer science and financial engineering technologies have made tremendous development of innovative derivative securities. In recent years, derivative securities have become increasingly important in the field of finance. Derivative securities are often complex instruments, difficult to understand, and highly leveraged. Moreover, the high leverage means that small changes in the underlying asset*s price can cause large price swings in the derivative*s price. If this characteristic is misunderstood, huge losses may be realized.The major objective of this research is to construct a system of information value-added analysis model for the interest rate derivative securities. The functions provided by this system enable investors to analyze the information of derivative securities rapidly, then to make the proper decisions.