The Variable of TAIEX Warrant Implied Volatility
碩士 === 中國文化大學 === 財務金融學系 === 103 === This paper focus on the variable of TAIEX warrant implied volatility. We use 5 variables which are trading volume, historical volatility, underlying asset ROI, S/K (moneyness) and 1-year annualized trading day, trying to find out the variable of TAIEX warrant imp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44072248539398732155 |