Yield Curve Estimation Under Stochastic Interest Rate Modles :Taiwan Government Bond Market Empirical Study
碩士 === 國立政治大學 === 金融學系 === 89 === With the growth in the area of financial engineering, more and more financial products are designed to meet demands of the market participants. Interest rate derivatives are those instruments whose values depend on interest rate changes. These derivatives form a hug...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94767076088341346608 |