Valuing Timing Option Embedded in Wheat Futures Contracts

碩士 === 國立中興大學 === 財務金融系所 === 96 === In recent years the agricultural futures development has the daily increase tendency, It result in that the investor, the speculator or the arbitrager all want to enter this market. Therefore this research is mainly taking wheat futures contract of the agricultura...

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Bibliographic Details
Main Authors: Shu-Ming Hsu, 許書銘
Other Authors: 葉仕國
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/99507080028117963888