On Estimating Implied Volatility: A Study of Cox Model in U.S. Foreign Exchange Market
碩士 === 東吳大學 === 經濟學系 === 93 === The prices of derivative securities provide us information regarding the market’s consensus of future volatility on the underlying assets. Many studies have already used the implied volatility model based on the Black-Scholes valuation model to forecast future volatil...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62ye9e |