The Relation between the Volatility of Taiwan Index Options and the Return of Taiwan Weighted Stock Index
碩士 === 國立中興大學 === 應用數學系所 === 94 === In 1993, the Chicago Board Options Exchange (CBOE) presented the Volatility Index (VIX) of S&P100, which is used for estimate investors’ expectation to the volatility of stock market in the future, afterwards, it is widely accepted by market. Because it can de...
| 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/04049568242218203789 |