A Research about Implied Volatilities Function of Index Options Listed on Taifex
碩士 === 國立高雄第一科技大學 === 金融所 === 98 === In this article, we tried to fit the implied volatility function of Taiwan index options. Using the daily data from March 2005 to December 2009, we fitted the implied volatility functions of TEO, TFO, MSO, XIO, and GTO, with two alternative moneyness measures and...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93127249083658940219 |