Theory and Practice of Option Pricing in Taiwan
碩士 === 國立臺灣大學 === 資訊工程學系 === 86 === This thesis aims to test the market efficiency and see if there is any arbitra geopportunity in Taiwan''s option market. If the opportunity exists, we ask how we can take advantage of it to earn riskless profits. We compare...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
1998
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Online Access: | http://ndltd.ncl.edu.tw/handle/26954200893684463474 |