The Research about Implied Volatility Function for East Asia Market Index Options
碩士 === 國立高雄第一科技大學 === 金融所 === 98 === We calculated the implied volatility, using the futures of Nikkei 225 index, Hang Seng Index (HSI) and KOSPI 200 index instead of the index spot, and constructed the implied volatility functions. Using the daily data from January 2006 to December 2009, we fitted...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44431022946918408027 |