Pricing the Crash Option and Studying the Hedging Effectiveness of the TAIEX Spot Market Crash

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 93 === It is most unwilling for general investors to see the market crash. As to investors, it may cause the stock market or other trade markets crash because of the instability market. The following one is the great wealth lost. The general tradition in the method...

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Bibliographic Details
Main Authors: Ping-yu Tsai, 蔡秉諭
Other Authors: Ender Su
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/76014218003702334004