Employing Implied Volatility to estimate VaR in the Underlying Stock Indices
碩士 === 中原大學 === 國際貿易研究所 === 97 === Recently, the risk problem, faced by investors and managers, has received the attention of the economic and financial researchers. They try to construct different kinds of risk evaluation models to measure the risks. Because Taiwan economic development and export t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89533558044639955061 |