The Comparison of BS Option Pricing Model and GARCH Option Pricing Model in Index Options
碩士 === 國立臺北大學 === 統計學系 === 98 === Options have been playing an important role in real financial market since the first option had traded. However, it is a major subject that how the rational price of options had been made. Black & Scholes (1973) set up the landmark of option pricing after they p...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/58041960664220628803 |