The Pricing And Hedging Analysis Of The Risk Neutral Probability Function In the Taiwan Stock Index Option Market
碩士 === 國立中正大學 === 財務金融所 === 94 === The main point is to discuss the character of the implied risk neutral probability density functions about the Taiwan stock index option market. We adopt the Black option pricing model, LAP option pricing model, Corrado and Su option pricing model, asymmetry ch-squ...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34367822954909813442 |