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碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 92 === Since the uncertainty of volatility is part of financial assets risk, it becomes an important role for derivatives pricing, hedging, and risk management. In 1993, the Chicago Board Options Exchange (CBOE) introduced the Volatility Index (VIX) of S&P 100, a...

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Bibliographic Details
Main Authors: Jang-Hung Ke, 柯政宏
Other Authors: 作者未提供
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/64s4cs