THE RELATIONSHIP BETWEEN THE IMPLIED VOLATILITIES OF TXO AND THE SPOT PRICE UNDER MONEYNESS
碩士 === 國立臺北大學 === 企業管理學系 === 92 === The options was noticed by the investor gradually in Taiwan. The price is change very fast in the options market and the investors use it to arbitrage or to hedge. The investor to care about the most is the options price when they buy the derivative merchandise. I...
| 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/26939625245976079614 |