The research of MSCI Taiwan Stock Index futures options
碩士 === 國立中央大學 === 財務管理學系 === 85 === The study adopts the option pricing approach of Black(1976) and Barone-Adesi & Whaley(1987) to price the MSCI Taiwan Stock Index futures options. Data include the first 4 months trading of the contract during Janua...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97846364313676444731 |