The Relationship Between Asymmetry Properties Of Implied VolatilityInTaiex Options And Stock Index Returns
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 100 === VIX is the volatility indicator involving overall consideration. The content of VIX includes call option volatility and put option volatility. This study is to look into the call option volatility and put option volatility to see if there is any equivalent...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52490144183947942292 |