Study on the Cause of the Skew on Implied Volatility of TXO?
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === We apply order book data of TAIFEX options (TXO) during periods from Jan-1, 2008 to Dec-31, 2008, and then to explore whether net buying pressure of traders will affect the implied volatility smile or skewness of TXO. Our data source comes from Taiwan Future E...
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| Format: | Others |
| Language: | zh-TW |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83579135070169953825 |