在介入模型下以局部風險中立評價測度(LRNVR)衡量是否具風險溢酬並評估其績效—以台指選擇權為例
碩士 === 東海大學 === 經濟系 === 96 ===
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/48594062043850948057 |
碩士 === 東海大學 === 經濟系 === 96 ===
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/48594062043850948057 |