Volatility Information Aggregated from the Spot and Volatility option markets
碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === Most of the literature focuses only on how to extract the information from spot options market. However, for the S&P500 index, for example, investors can process volatility information by trading S&P500 index options and VIX options, or both. Therefore,...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/y2xj6m |