Implied Volatility of Put Option of TXO and Investment Strategies Testing
碩士 === 靜宜大學 === 財務與計算數學系 === 102 === Taiwan Stock Exchange Capitalization Weighted Stock Index Option (TXO) is one of the popular financial derivatives for investment and hedge. The most well-known model for pricing TXO is the Black-Scholes Model (B-S model) , which was created by Fisher Black and M...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36512193613497687443 |