An Investigation of the Hedging Strategies and Copula Function
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === Futures contracts are seen to be a good tool to avoid the risk of changes in spot prices. Many hope to improve the hedging performance by proposing different methods to assess the interdependence between spot prices and futures contracts. In recent years, many...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33300512562255728226 |