| Summary: | 碩士 === 大葉大學 === 會計資訊學系碩士班 === 98 === The Lehman Brothers Holdings Inc. (LEH) this type in order not to, cause the great influence on the property of investor. Adopt Asian Option in order to hedging instrument, test its to hedging result. Adopt Zhang to put forth an universal formula in 1995 and significantly cut in 1990 Kemma and Vorst and in 1991 Turnbull and Wakeham put forth of formula, imitated to count Arithmetic Flexible Asian Option , the extension of Asian Option of the general type. The underlying asset is TWSE Taiwan 50index (ETF) , be good enough to represent Taiwan Stock Exchange, doing general type and Flexible of Asian Option comparison.
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