The Comparison of Vega Weighted Average and ATM Implied Volatility in CreditGrades Model
碩士 === 國立臺灣大學 === 國際企業學研究所 === 103 === This research uses CreditGrades Model which was published by Finger (2002) and Stamicar, & Finger (2006). Both the In-the-Money options and the Out-the-Money options provide some market information that are not included in the At-the Money options. Thus, th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90253604404422391492 |