Dynamic Investment Strategies of Put Option of TXO and Information Platform Design
碩士 === 靜宜大學 === 財務與計算數學系 === 102 === In this study, the R software and JAVA are used to calculate the implied volatility of Taiwan Stock Exchange Capitalization Weighted Stock Index Put Option (TXPO). The implied volatility can provide valuable market information such as risk level and the demand fo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16929367527260138081 |