OLG模型中選擇權對現貨市場的影響

OLG模型中選擇權對現貨市場的影響

碩士 === 國立臺灣大學 === 經濟學研究所 === 92 === We construct a simple two-period OLG model in this article. There exists two heterogeneous agents and two assets. We discuss the agents'' decision problem and trading result in numerical analysis. In the next chapter, we introduce a put option on underly...

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Main Authors: Chi-Jung Lin, 林啟榮
Other Authors: Sy-Ming Guu
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/88732279598310626070
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spelling ndltd-TW-092NTU053890242016-06-10T04:15:57Z http://ndltd.ncl.edu.tw/handle/88732279598310626070 OLG模型中選擇權對現貨市場的影響 Chi-Jung Lin 林啟榮 碩士 國立臺灣大學 經濟學研究所 92 We construct a simple two-period OLG model in this article. There exists two heterogeneous agents and two assets. We discuss the agents'' decision problem and trading result in numerical analysis. In the next chapter, we introduce a put option on underlying asset and observe the influence on underlying asset, including the price change and market volatility. Sy-Ming Guu 古思明 2004 學位論文 ; thesis 50 zh-TW
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language zh-TW
format Others
sources NDLTD
description 碩士 === 國立臺灣大學 === 經濟學研究所 === 92 === We construct a simple two-period OLG model in this article. There exists two heterogeneous agents and two assets. We discuss the agents'' decision problem and trading result in numerical analysis. In the next chapter, we introduce a put option on underlying asset and observe the influence on underlying asset, including the price change and market volatility.
author2 Sy-Ming Guu
author_facet Sy-Ming Guu
Chi-Jung Lin
林啟榮
author Chi-Jung Lin
林啟榮
spellingShingle Chi-Jung Lin
林啟榮
OLG模型中選擇權對現貨市場的影響
author_sort Chi-Jung Lin
title OLG模型中選擇權對現貨市場的影響
title_short OLG模型中選擇權對現貨市場的影響
title_full OLG模型中選擇權對現貨市場的影響
title_fullStr OLG模型中選擇權對現貨市場的影響
title_full_unstemmed OLG模型中選擇權對現貨市場的影響
title_sort olg模型中選擇權對現貨市場的影響
publishDate 2004
url http://ndltd.ncl.edu.tw/handle/88732279598310626070
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AT línqǐróng olgmóxíngzhōngxuǎnzéquánduìxiànhuòshìchǎngdeyǐngxiǎng
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