The Study of Pricing and Delta Hedging for Taiwan Warrants

碩士 === 國立臺灣大學 === 財務金融學系 === 85 === The SEC will allow warrants listing in the security market in June,1997.Therefore the pricing of warrants will be more and more important. The mainpurpose of this study is to compare practical issuing prices with theore...

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Bibliographic Details
Main Authors: Chen, Huang-Ren, 陳皇任
Other Authors: Jou G.David
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/71179844427390411200