The empirical study of pricing models on Taiwan single-stock Warrants
碩士 === 國立彰化師範大學 === 商業教育學系 === 89 === This study makes some lists and comparisons about warrants of Taiwan to help investors know more about them. The research adopts “Historical Volatility” and “Implied Volatility” with “Black-Scholes option pricing model”,” Two binomial option pricing m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38897200781509295252 |