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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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50419766558607919710 |