currency option volatility and pricing application
碩士 === 輔仁大學 === 金融研究所 === 91 === This study introduces the main instruments traded in over-the-counter currency option markets and the phenomenon of volatility smile. We summarized some statistics data of spot rate and express the concept of several probability distributions, especially the useful f...
| 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/20203098569013142394 |