A Study on Black-Scholes Model and Implied Volatility
碩士 === 臺中健康暨管理學院 === 經營管理研究所 === 93 === Black-Scholes Model, a famous options pricing theory, has been widely used to evaluate the price of financial derivatives. Despite of the fact that many scholars argued against the model and attempted to modify it, Black-Scholes Model, now an academic research...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/20438010076857353232 |