The Analysis of Warrant Pricing under Different Volatility Models
碩士 === 真理大學 === 財經研究所 === 96 === The purpose of this study applied the warrant pricing model to the Taiwanese market . 85 warrants issued by 17 Taiwanese stock brokers dated from 2003/03/13 to 2007/12/26 were selected. The historical volatility、implied volatility、GARCH method were imported into the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34631194308628230174 |