利率與股價波動率對個股選擇權評價之影響:以台灣個股選擇權為例

碩士 === 高苑技術學院 === 經營管理研究所 === 93 === Among all the factors that influence the price of Stock Option, volatility is a significant one. If we can precisely predict the future trend of stock option as well as the price, we can assist the mass populace and corporations to increase their arbitrage opport...

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Bibliographic Details
Main Authors: WU MING YING, 吳明穎
Other Authors: 柯伯昇
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/12244120403882055017