| dc.contributor.advisor | 沈中華 | zh_TW |
| dc.contributor.advisor | Shen, Chung-Hua | en_US |
| dc.contributor.author (作者) | 蔡佳晉 | zh_TW |
| dc.contributor.author (作者) | Tsai, Norman | en_US |
| dc.creator (作者) | 蔡佳晉 | zh_TW |
| dc.creator (作者) | Tsai, Norman | en_US |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 18-九月-2009 14:45:57 (UTC+8) | - |
| dc.date.available | 18-九月-2009 14:45:57 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-九月-2009 14:45:57 (UTC+8) | - |
| dc.identifier (其他 識別碼) | G0090932203 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35333 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經營管理碩士學程(EMBA) | zh_TW |
| dc.description (描述) | 90932203 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 我國公債期貨市場發展至今，市場流動性未能有效提振，本文將針對此問題嘗試從市場結構、實務狀況、相關學理等各方面，探討諸多可能的影響因素，並加以分析研究，找出問題的癥結以提供解決之道。此外，本文亦從問券調查的結果中，歸納出市場參予者對現行公債期貨的看法，希冀能作為台灣期貨交易所未來商品規劃之參考。 | zh_TW |
| dc.description.abstract (摘要) | Since the Taiwan government bond futures trade, the market is lack of liquidity during the year. For the problem, this paper considers the layers of market structure, trading convention and relative theories, try to analysis the causes of less liquidity and resolve the liquidity problem. On the other hand, by making the survey this paper sums up the opinions from the participants of the bond futures market. This paper, which could help the Taiwan Futures Exchange in designing other interest rate derivatives, will wish to give some useful reference. | en_US |
| dc.description.tableofcontents | 目 錄 I圖目錄 II表目錄 IV第一章 緒論......................1第一節 研究動機與研究............1第二節 研究架構..................3第三節 研究流程..................4第二章 市場架構與文獻回顧........5第一節 公債期貨功能..............5第二節 國外公債期貨規格..........7第三節 國內公債期貨契約介紹......12第四節 期貨相關名詞介紹..........16第三章 市場現況分析與歷史事件....27第一節 國際債券期貨市場..........27第二節 台灣市場現況..............29第三節 債券期貨歷史事件..........38第四節 公債期貨票面利率與最便宜交割債券分析.....40第四章 研究方法與結果分析........56第一節 問卷調查說明..............56第二節 問卷統計分析..............58第三節 問券統計結論..............70第五章 結論與建議................72附 錄.............................75參考文獻...........................89 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0090932203 | en_US |
| dc.subject (關鍵詞) | 台灣公債期貨 | zh_TW |
| dc.subject (關鍵詞) | 最便宜可交割債券 | zh_TW |
| dc.subject (關鍵詞) | 轉換因子 | zh_TW |
| dc.subject (關鍵詞) | 轉換價格 | zh_TW |
| dc.subject (關鍵詞) | 持有成本理論 | zh_TW |
| dc.subject (關鍵詞) | 隱含回購率 | zh_TW |
| dc.subject (關鍵詞) | 交割選擇權 | zh_TW |
| dc.subject (關鍵詞) | 債券評價公式 | zh_TW |
| dc.subject (關鍵詞) | 實物交割 | zh_TW |
| dc.subject (關鍵詞) | 現金交割 | zh_TW |
| dc.subject (關鍵詞) | Bond futures | en_US |
| dc.subject (關鍵詞) | Cost of Carry | en_US |
| dc.subject (關鍵詞) | Cheapest to Deliver(CTD) | en_US |
| dc.subject (關鍵詞) | Basis | en_US |
| dc.subject (關鍵詞) | Conversion Factor | en_US |
| dc.subject (關鍵詞) | Implied Repo Rate | en_US |
| dc.subject (關鍵詞) | Physical Delivery | en_US |
| dc.subject (關鍵詞) | Cash settlement | en_US |
| dc.title (題名) | 台灣公債期貨市場之研究 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 中文文獻 | zh_TW |
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| dc.relation.reference (參考文獻) | 周建新，「公債期貨交割、評價與避險之研究」，國立台灣工業技術學院/管理技術研究所/85/博士論文 | zh_TW |
| dc.relation.reference (參考文獻) | 金融人員訓練研究中心，「美國公債期貨市場」，民國82年12月 | zh_TW |
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| dc.relation.reference (參考文獻) | 陳春山，如何吸引外資投入國內債券市場（上），證券櫃檯月刊，民國93年7月 | zh_TW |
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| dc.relation.reference (參考文獻) | 鄭先利，國際衍生性商品市場結構與趨勢分析，「臺灣期貨市場」雙月刊第六卷第三期 | zh_TW |
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| dc.relation.reference (參考文獻) | Technical document | zh_TW |
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