Interest Rate Linked Notes Pricing and Risk Analysis –an Example Study on HSBC Bank 5-year and 10-year CMS Spread Notes
碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 96 === The interest-linked bond, a new financial product, is a combination of fixed Income security and interest rate derivative, and belongs to structure notes. In order to help investors to examine the risks and returns of Interest-Linked Bonds, this study aims t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/r4xa55 |