A Research of VaR on Option

碩士 === 靜宜大學 === 會計學系研究所 === 97 === From Black and Scholes (1973) announced option list price mode, at the same time, derivative instrument market developed very quickly. Option then day from 2001 average turnover 856 volumes to the 335,807 volumes of 2005, up to now in 2008 June have already reached...

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Bibliographic Details
Main Authors: Ssu-Ya Chan, 詹斯雅
Other Authors: Chui-Chun Tsai
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/he62us