The influence of the Market Sentiment on investor's decision and option price
碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 104 === The traditional Black-Scholes model is compared, this study added market sentiment factors, hoping to explain to investors the market is pessimistic or optimistic explanation, fuzzy stochastic model attempts to calculate the value of investments, in add...
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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/10965906206284880173 |
Summary: | 碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 104 === The traditional Black-Scholes model is compared, this study added market sentiment factors, hoping to explain to investors the market is pessimistic or optimistic explanation, fuzzy stochastic model attempts to calculate the value of investments, in addition to provide a model interval to judge the market at the most optimistic and pessimistic investment threshold.
Buy low and sell high later use trading strategies do performance appraisals can be found in the new model it seems to be more effective to reduce the risk, although a slight decline in profit, but no matter long or short have the opportunity to profit with its original Black-Scholes model biggest difference.
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