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The Term Structure of Interest Rates and the Pricing of Interest Rate Sensitive Securities

利率期間結構與利率敏感證券之訂價

摘要


本文回顧過去二十年來對提昇金融市場暸解貢獻最大的理論,即衍生證券訂價理論。

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並列摘要


We overview in this paper perhaps the single most important contribution to our understanding of financial markets in the past two decades, namely, the theory of derivative securities pricing.

並列關鍵字

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