A study on the Interaction Between the TAIEX Put Option and Spot Market Among Different Moneyness-The Application Neuron Algorithm.
碩士 === 國立臺北大學 === 企業管理學系 === 94 === This study is primarily based on daily closing transaction price of TAIEX put option and spot market from January 17, 2002 to December 20, 2005,which amount to 974 observations. And TAIEX is divided into five moneyness by exercise of put option. With three researc...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51336794964613043669 |