The Method of Determining Daily Settlement Prices of the TAIEX Options -Application of the Implied Volatility Functions

碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === The objective of this thesis is trying to determine the suitable settlement prices of non-active series of Index options. The main two types of implied volatility functions adopted for the application are the base-variable model and strike price, time to maturity...

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Bibliographic Details
Main Authors: Sheng-Kai Huang, 黃聖凱
Other Authors: Wen-Liang Hsieh
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/50419766558607919710