On Pricing the Asian Interest Rate Swaps
碩士 === 國立臺灣大學 === 財務金融學研究所 === 89 === As the trend of financial liberalization, the increasing of the volatility of interest rate make enterprises face more severe interest rate risk. The main type of interest rate swap（IRS）is Standard IRS, of which the floating rate in each delivery date is deeply...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01687082310556195691 |