The study of volatility on Taiwan index options
碩士 === 國立彰化師範大學 === 商業教育學系 === 91 === The influence option pricing factor has the stock price, strike price, the dividend yield, maturity date, the volatility and the market rate , among them, also the volatility most unpredictable. In tradition theoretically, the volatility is fixed but the volati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82425527122849490024 |