A Comparison Study for Volatility Estimating Methods on Option Prices Forecasting Ability

碩士 === 實踐大學 === 資訊科技與管理學系碩士班 === 98 === The most attractive financial investment is to make maximum profit out of small capitals. Trading small investment for high returns is in favor of the investors. The options happen to possess such a characteristic. However, how can we make high returns with sm...

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Bibliographic Details
Main Authors: Chi-Ming Wang, 王啟明
Other Authors: Ta-Wei Hung
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/59831736628331891063