The Pricing Behavior Analysis of TAIEX Options Under the Financial Tsunami
碩士 === 東海大學 === 經濟系 === 97 === Subprime mortgage leads the financial system to be assaulted greatly, and cause the global financial tsunami. The origin is the derivatives manipulate excessive. In our empirical study, Black & Scholes and Hull & White models are used to demonstrate the TAIEX o...
| 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/49802950744813597055 |