The Relationship between the Implied Volatility of Index Option and the Return of Stock Index
碩士 === 國立嘉義大學 === 管理研究所 === 92 === This study takes the Taiwan Index Option (TXO) to an empirical analysis. The topics we explore and their conclusions can be devided into the following three parts. First, we discuess the relationship between the implied volatility and the exer...
| 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/81379605205680141475 |