An Analysis of TAIEX Futures Weekly Options Volatility
碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 105 === The study worked out the implied volatility and Theta value of weekly options based on the option data for weighted index number of Taiwan FITX from January 5, 2015 to October 31, 2016. Apart from employing B-S model for the pricing of options, market investo...
| 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/ucqbbn |