The Sensitivity Analysis of risk-free interest rate and index option
碩士 === 銘傳大學 === 經濟學研究所 === 91 === After the index option lists on the future market, it affects properly in the financial market in Taiwan. Beside adrenalize the stock market and future market, it offers investors other kinds of tools such as hedge and arbitrage. In Black and Scholes(1973...
| 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/02960594402445982653 |