Evaluations of Standard and Asian-Style Interest Rate Swaps: Empirical Studies Based on LIBOR and TAIBOR
碩士 === 銘傳大學 === 經濟學系碩士班 === 101 === Under the trend of liberalization, securitization and globalization, interest rate risk rises gradually and its management becomes even more important for companies. In order to respond to this rising needs, the financial market continuously introduces new hedge t...
Main Authors: | Yu-Wei Zhang, 張育維 |
---|---|
Other Authors: | Yi-Jang Yu |
Format: | Others |
Language: | zh-TW |
Published: |
2013
|
Online Access: | http://ndltd.ncl.edu.tw/handle/60096629768865048969 |
Similar Items
-
Co-movement Analysis of TAIBOR and LIBOR rates
by: Tzu-Ying Chen, et al.
Published: (2009) -
Pricing Asian-Style Interest Rate SwapsUsing LIBOR Market Models
by: Yi-Chen Hung, et al.
Published: (2006) -
An analysis of the Libor and Swap market models for pricing interest-rate derivatives
by: Mutengwa, Tafadzwa Isaac
Published: (2012) -
On Pricing the Asian Interest Rate Swaps
by: Wen-I Chang, et al.
Published: (2001) -
Pricing Asian Interest Rate Swaps
by: Kai-Wei Zhan, et al.
Published: (2009)