Empirical Study of Evaluation of the TAIEX Index Options and the Volatility Arbitrage with the Taiwan Stock Index Futures
碩士 === 國立虎尾科技大學 === 經營管理研究所 === 99 === Since the Black and Sholes made the evaluation of volatility model, not only the evaluation of volatility has been widely discussed, but also appeared much different option pricing model. Although every model has its theoretical basis, most of them have the pro...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u969e8 |