On the Immunization Effect of the Nth Order Taylor Series Expansion of Bond Price
碩士 === 國立臺灣大學 === 財務金融學系 === 86 === The immunization strategy is extensively used to protect the nominal value of a portfolio against interest rate changes, particularly suitable to pension funds and insurance companies. Given various types...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80457861770856532347 |
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