An Application of “Parabola Approximation” in Evaluating Derivatives–An Example of TAIEX Index Option
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 98 === TAIEX Index Option (TXO) is the most popular financial derivative in Taiwan option market. Building an accurate model to explain the change of its price or forecast its theoretical price is instant and also a main research subject in Taiwan. Black-Scholes m...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78528728322451549752 |