A Relationship Study about the Implied Volatility Spreads and the Moneyness Indexes

碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === Recently, derivatives have been developed tremendously, and derivatives also play a crucial part in financial markets. Although the length of history of trading derivatives is really short, the volume of trading derivatives increase gradually. Of all derivativ...

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Bibliographic Details
Main Authors: Ta-jen Wu, 吳大任
Other Authors: Wen-ming Szu
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/70099696771070071778