The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.

碩士 === 國立中正大學 === 應用數學研究所 === 96 === In this thesis, we introduce the GARCH and the Black-Scholes model. We will discuss how well these models perform on the Taiwan Electronic Option and Taiwan Financial Option via the concept of Value at Risk.

Bibliographic Details
Main Authors:	Miao-Dah Lin, 林妙達
Other Authors:	Mei-Hsiu Chi
Format:	Others
Language:	en_US
Published:	2008
Online Access:	http://ndltd.ncl.edu.tw/handle/43077547160393083689

id	ndltd-TW-096CCU05507013
record_format	oai_dc
spelling	ndltd-TW-096CCU055070132016-05-04T04:25:46Z http://ndltd.ncl.edu.tw/handle/43077547160393083689 The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option. 探討運用GARCH模型在台灣電子與金融選擇權之風險值 Miao-Dah Lin 林妙達碩士國立中正大學應用數學研究所 96 In this thesis, we introduce the GARCH and the Black-Scholes model. We will discuss how well these models perform on the Taiwan Electronic Option and Taiwan Financial Option via the concept of Value at Risk. Mei-Hsiu Chi 紀美秀 2008 學位論文 ; thesis 43 en_US
collection	NDLTD
language	en_US
format	Others
sources	NDLTD
description	碩士 === 國立中正大學 === 應用數學研究所 === 96 === In this thesis, we introduce the GARCH and the Black-Scholes model. We will discuss how well these models perform on the Taiwan Electronic Option and Taiwan Financial Option via the concept of Value at Risk.
author2	Mei-Hsiu Chi
author_facet	Mei-Hsiu Chi Miao-Dah Lin 林妙達
author	Miao-Dah Lin 林妙達
spellingShingle	Miao-Dah Lin 林妙達 The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.
author_sort	Miao-Dah Lin
title	The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.
title_short	The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.
title_full	The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.
title_fullStr	The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.
title_full_unstemmed	The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.
title_sort	value-at-risk of garch modeling on taiwan electronic option and taiwan financial option.
publishDate	2008
url	http://ndltd.ncl.edu.tw/handle/43077547160393083689
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The Value-at-Risk of GARCH modeling on Taiwan Electronic Option and Taiwan Financial Option.

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