Implied Volatility and Firm Valuation
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 101 === In the call option, it has a higher option prices and the implied volatility get higher. The firm value gets better or not. Also in the put option, it has a higher put option prices and the implied volatility get higher. The firm value gets worse or not. I...
| 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/78458367455975703606 |