The Construction and Analysis of the Volatility Index of Taiwan’s Option Market
碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 92 === In light of the booming volume of the option trade, the growing study on the sentiment indicator and the lack of analysis method for the domestic option market, this thesis aims to introduce the construction of volatility index (VIX) applied to the major mar...
| 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/05327899586246114326 |