Volatility forecasting and option trading strategy

碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 99 === Title of thesis:Volatility forecasting and option trading strategy Department of Finance and International Business(Master’s Program in Finance) Fu Jen University Student:Fu,chenghui Advisor:Tsai,liju Total pages:41 Key word:Black-Scholes option pricing mode...

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Bibliographic Details
Main Authors: Fu,chenghui, 傅正輝
Other Authors: Tsai,liju
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/03475530824255219107