Title of Thesis: Implying the Probability Distribution from Index Option Prices: The Case of a Mixture of Lognormals
碩士 === 國立東華大學 === 企業管理學系 === 90 === Option pricing model is always a charming and worth learning subject. Implied probability distribution is one of the key topics in this field. We use a risk-neutral valuation technique to construct pricing formula. Then we use the index option prices to estimate t...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23563570391145792169 |