The Effect of the Volatility Smile Cycle Evidence－from the TAIEX Option
碩士 === 輔仁大學 === 金融研究所 === 97 === The TAIEX Option since December 24, 2001 since listing, has been eight years, with the TAIEX Option degrees warm market, since 2005 the average daily turnover reached more than 300,000. Different from the past, to Black-Scholes option formula to calculate the evaluat...
| 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/07271522013417352628 |