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...

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Bibliographic Details
Main Authors: Chan, Wei-Tso, 詹韋佐
Other Authors: Lyuu Yuh-Dauh
Format: Others
Language:en_US
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/26954200893684463474