The Information Content of TAIEX options Implied Volatility Index
碩士 === 國立臺灣大學 === 商學研究所 === 91 === Abstract Forecasting the volatility of underlying asset has always been a major concern of option pricing and hedging. Many volatility forecasting models have been developed after dozens of researches and studies. Except for econometrics and quantitative...
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| Format: | Others |
| Language: | zh-TW |
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31771553633740169269 |