Implying Probability Distribution from Transaction Data: The Case of Taiwan Warrant Market
碩士 === 國立臺灣大學 === 商學研究所 === 89 === Option pricing model is always a charming and worth learning subject. Implied probability distribution is the key factor in this field. We can set different type and amount of constraints. In this thesis, we first estimate the implied distribution for warrants with...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2001
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/97951922935958974540 |