An Empirical Study on Taiwan Warrant Market --- comparisons among BS、CRR、Boyle and Ritchken Models
碩士 === 長庚大學 === 企業管理研究所 === 94 === The study is an empirical research concerning warrants of Taiwan. The method is constructed under four models and two indexes to verify which model is suitable to warrants of Taiwan. “Historical Volatility” and “Yesterday Implied Volatility” are adopted as the inde...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61041599192221256457 |