An Empirical Study of Volatility Spread Trading on TAIFEX Index Options
碩士 === 靜宜大學 === 財務金融學系 === 105 === Goyal and Saretto（2009）finds that the long-run historical volatility and the implied volatility of options provide a mispricing signal. Hence, this study is based on the volatility of historical volatility and implied volatility, through the recent monthly contract...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/yya6nz |