An Empirical Study of Hedging Strategy for Taiwan Stock Index Option
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 92 === Due to Taiwan Stock index option was introduced only 2 years, all of the studies of Taiwan Stock index option hedging strategy were merely compared in simulation. As a result, a lot of assumptions and constraints are not appropriate in the real world, for examp...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79631569008975229442 |