An Empirical Study of Implied Volatility on Warrant Market in Taiwan
碩士 === 國立交通大學 === 管理學院財務金融學程 === 101 === This paper mainly studies the relationship among implied volatility, historical volatility and actual volatility. In addition, it aims at whether the difference between implied volatility and historical volatility varies from different categories of underlyin...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/nc26zp |