The Pricing Efficiency of TAIEX Put Options and Warrants
碩士 === 國立臺北科技大學 === 經營管理系碩士班 === 102 === This study employs the implied volatility to investigate the pricing efficiency of the TAIEX put options and warrants markets. Their implied volatility should be statistically indifferent if the markets are efficient. The Newton-Raphson method is applied to c...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e47dxj |