The Method of the Optimal Volatility Estimator In Taiwan Index Options Market under Black and Scholes Model
碩士 === 淡江大學 === 管理科學研究所碩士班 === 94 === Taiwan Futures Exchange has distributed the Taiwan Index Option since 2001, suggested that took the option appraisal tool by Black and Scholes Model. In the model contains five variables, respectively be the Underlying Asset price, Exercise Price, Risklss rate o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04601085117948163229 |