Pricing and Hedging Performance of Taiwan Covered Warrants with Dilution Effect
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 104 === In this paper, we use four models that are Exponentially-Weighted Moving Average model(EWMA model), Historical Volatility model(HV model), Implied Volatility model(IV model) and Generalized Auto Regression Conditional Heteroskedasticity(GARCH model) to es...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98955249605955023522 |