The Influence of Volatility Risk and Jump Risk on TAIEX Option Return

碩士 === 國立高雄應用科技大學 === 財富與稅務管理系碩士在職專班 === 103 === Due to the low profits in recent years environmental, as well as the development of financial engineering that promote the derivatives trading volume increased. Moreover, the fastest-growing of selected right and the lack of research about option ri...

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Bibliographic Details
Main Authors: Hung-An Lin, 林宏安
Other Authors: Po-Sheng Ko
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/cts695