The study of option pricing models

碩士 === 大葉大學 === 會計資訊學系碩士班 === 96 === This study focuses on binomial and trinomial option pricing models and compares the predictability between the binomial option pricing model (BOPM) and trinomial option pricing model (TOPM) empirically. After the establishment of the BOTM and the TOPM, the data o...

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Bibliographic Details
Main Authors: Ming Ta, Tsai, 蔡明達
Other Authors: Chao Yang, Hong
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/61567943253981875246