A Study on the Relationship between Implied Volatility Curve and the Performance of Portfolio Insurance
碩士 === 國立高雄第一科技大學 === 金融研究所 === 101 === Discussion of whether implied volatility considering the smile volatility effect would improve the portfolio insurance performance or not. There are two ways to calculate the volatility: one way is to estimate by Volatility Index (VIX) which did not take the s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13215417034008972182 |