A Study of Applying Intelligent Systems to the Warrant Pricing Model, Hedging Scheme, and Investment Strategy

碩士 === 國立雲林科技大學 === 資訊管理研究所 === 87 === Warrant is a type of call option. It provides people with multiple choice in speculate behavior contain arbitrage and hedging. In traditional option pricing model was a complex theory, and it had a lot of limitation and assumption that wait for overcome. This s...

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Bibliographic Details
Main Authors: Wang Shen-Juh, 王勝助
Other Authors: Dong-Her Shih
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/89244375695094213034