Investigating Hedging Function of CDS Index Option – Studying the Case of 2017 French Election
碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === Global economy had recovered in the past few years, leading the stock market to go higher. At the same time, the Volatility Index by CBOE had drifted to record low. Nevertheless, as we were closer to the late cycle, macro risk events were happening more frequen...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u94t8x |