Research on the estimation power of Model-free implied volatility to TAIEX, a surveillance on financial crisis

碩士 === 龍華科技大學 === 商學與管理研究所 === 100 === The burgeoned Euro debt crisis in the end of 2010 have become to a most devastating event at this moment. A commentary in a Canadian press have pointed out that such a crisis were exacerbated with a chain reaction from a local debt issue confined in several Eur...

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Bibliographic Details
Main Authors: Huai-Ju Chen, 陳懷儒
Other Authors: Yu-Wen Lan
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/bx28bu