Employing Piecewise Simulation to investigate on the Volatility and Applicability of the B-S Model for Exchange Rate-Example of NT dollar to US dollar
碩士 === 國立中央大學 === 企業管理研究所 === 95 === Now a day, most investors like to use the Black-Scholes model to price the financial asset value. Because we substitute the underlying asset price, exercise price, the risk-free interest rate, time to maturity and volatility to the B-S model, we can find the clos...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56471846645359278029 |