The Study of TAIEX Options’ Volatility

碩士 === 國立屏東科技大學 === 財務金融研究所 === 95 === Abstract This research tries to find the suitable volatility estimators for TAIEX options. It mainly adopts the implied volatility model and the historical volatility model which includes extreme-value volatility estimators. The results of this research are as...

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Bibliographic Details
Main Authors: Li YaHsin, 李亞欣
Other Authors: Pan Ging-Ginq
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/11310335048798569349