The Empirical Study of Taiwan Covered Warrants Valuation and Investment under Different Volatility Models
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 99 === In this paper, we use three methods that are Historical Volatility model(HV model), Implied Volatility model(IV model) and Generalized Auto Regression Conditional Heteroskedasticity (GARCH model) to estimate volatility of covered warrants and the estimated va...
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| Format: | Others |
| Language: | zh-TW |
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100
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41954789709413445326 |