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1	台灣公債期貨市場之研究蔡佳晉, Tsai, Norman Unknown Date (has links) 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。 / 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. 台灣公債期貨最便宜可交割債券轉換因子轉換價格持有成本理論隱含回購率交割選擇權債券評價公式實物交割現金交割 Bond futures Cost of Carry Cheapest to Deliver(CTD) Basis Conversion Factor Implied Repo Rate Physical Delivery Cash settlement