The Study on The Dynamics of Long- and Short- Term Implied Volatility for U.S. Options Markets
碩士 === 東海大學 === 財務金融學系 === 102 === This study adopts first four trading volume index options, such as SP500 (S&P 500), RUS2000 (Rusell 2000), NSA100 (NASDAQ 100), and DOW30 (Dow Jones 30). We mainly investigate the mutual influences between long-term and short-term implied volatility and find a...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5d5ayt |