The option of industrial entropy on valuation、hedge、arbitrage of industry option-for example IC industry

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === A procedure is It is known that volatilities of stock prices and stock options are too high, and companies within index options, such as electronic index option and financial index option, have different characteristics and correlations. To avoid these risks...

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Bibliographic Details
Main Authors: Li-Siang Chen, 陳立祥
Other Authors: none
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/66651042125884089586