The Study on Estimation Model of Residential Mortgage Loans Duration and Convexity for Surplus Management
碩士 === 國立高雄第一科技大學 === 金融營運所 === 90 === Literature working on the Asset/Liability Management (ALM) appeared that the duration and convexity of asset and liability is the core of surplus management. Therefore, the accuracy on the measurement of duration and convexity will have an impact on the result...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26425258274325805796 |