Application of Binomial Option Pricing Model on Deterministic to Predict Taiwan Index Options
碩士 === 臺中健康暨管理學院 === 經營管理研究所 === 92 === The purpose of this study is to develop the determinative behaviors of call and put options by evaluating the Taiwan index options. Based on the Binomial Option Pricing Model, the 2003 Taiwan stock exchange data sets were used to estimate the averages and fre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74537818565004262446 |