Discussion on Overnight Rate and Overnight Index Swap

碩士 === 東吳大學 === 財務工程與精算數學系 === 101 === Overnight rate is the lending of funds between bank interest rates a day, the overnight index swap (OIS) is the subject of links coming period overnight rate swaps. In the 2008 financial crisis (financial tsunami), many of the studies offered to the London Inte...

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Bibliographic Details
Main Authors: Nai-wen Liu, 劉乃文
Other Authors: Yi-Ping Chang
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/67563077209139725835