Study on Forecasting European Option with Numerical Methods - Case of TAIEX Index Option
碩士 === 中原大學 === 應用數學研究所 === 93 === This research is studying the prediction of the price of the option mainly. Firstly, Two parameters of underlying asset and volatility can be predicted by time series form. Secondly, choosing Black-Scholes、finite-difference method and Monte-Carlo simulation method...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25715994356693225708 |