Performance Estimation of Options Pricing under Different Volatility Models─Case of TAIWAN
碩士 === 義守大學 === 財務金融學系碩士班 === 93 === Volatility is widely applied in the finical market. It represents the risk standard of the market so that asset allocation, portfolio management, risk control, product pricing, speculation and hedge planning, and so on play a signification role. For this reason,...
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| Format: | Others |
| Language: | zh-TW |
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2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36934141473582498620 |