The optimal volatility model in Nikki 225 index option during bull and bear markets
碩士 === 國立中正大學 === 財務金融所 === 97 === Nikki 225 index option was traded in Japan since 1989 and is currently one of the most actively traded derivatives in the market. Nikki 225 starts trading in Taiwan on May 2006, and enjoys high liquidity and zero transaction taxes. When calculating index option pri...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23273720811637228071 |