Fitting the Term Structure of Interest Rates for Taiwanese Government Bonds Market Using Modified Linear Programming Model
碩士 === 義守大學 === 財務金融學系碩士班 === 94 === This paper fits the term structure of interest rates for Taiwanese Government bonds market by using Linear Programming model that Allen, Thomas, and Zheng (2000) proposed , and the observation date is 1996 to 1999. And sample is government bonds which interests i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89760593233450727887 |