The Pricing and Hedging of Target Redemption Forwards
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === Target Redemption Forward (TRF) was a popular exotic derivative in the foreign exchange market. In August 2015, RMB depreciated suddenly after a reform of exchange rate, causing about 150 million loss on TRF investors in Taiwan. Banks in Taiwan serve as back-to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7nectj |