On the Relationship between Risk Neutral Density and Investors\'\' Emotion.

碩士 === 國立中興大學 === 財務金融學系所 === 107 === My research topic is " The relation between the moment of the Risk Neutral density and investor''s emotion under the dangerous period : Evidence from S&P stock option. In this paper we study information of the Risk Neutral density (RND) implie...

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Bibliographic Details
Main Authors: Yung-Hsien Wu, 吳泳嫻
Other Authors: Shih-Kuo Yeh
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5304027%22.&searchmode=basic