Forecasting Implied Volatility and Pricing Taiwan Option Market
碩士 === 南台科技大學 === 企業管理系 === 92 === It is worthwhile to investigate “How to evaluate Taiwan Index Options”whenthe trading of Taiwan Index Options more and more prosperous. Even though thereare many variables to influence option price, but nevertheless we know the volatility is the dominant...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62531838993508364793 |