The Probability Distribution and VaR of an Option-the Case of KOSPI 200 Call Option
碩士 === 輔仁大學 === 金融研究所 === 91 === As time goes by, more and more financial products are invented and developed. Among them, the derivatives make the financial market more complete but complicated. This makes risk management an important subject in both research and practice. The commonly used indic...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72533550851140600369 |