ANALYSIS ON VOLATILITY OF TAIWAN LISTED STOCKS -- TIME SERIES ANALYSIS APPROACH

碩士 === 國立高雄師範大學 === 數學系 === 88 === Option is one of the derivatives, Black and Scholes published their Option Pricing Model in 1973, the Option Pricing Model is one of the most important models in financial field. The only one paramenter in the Black-Scholes pricing formula that cannot be...

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Bibliographic Details
Main Authors: Wei-Chang Chen, 陳偉彰
Other Authors: Yeongtzay Su
Format: Others
Language:en_US
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/87819290490138762412

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