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期貨與選擇權學刊 Journal of Futures & Options |
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201111 (4:2期)期所有篇 |
- 駝峯定態模型下之利率選擇權的評價及避險表現 Pricing and Hedging Interest Rate Options under Deterministic Volatility Function with Volatility Humps
- VIX對崩盤風險之避險功能分析 Hedging against Crash Risk-An Application of VIX Related Derivatives
- 買賣權期貨平價誤差與隱含波動度差之應用 Deviations from Put-Call-Futures Parity and the Application of Implied Volatility Spread
- 多空期間投資人情緒與台股期貨報酬關係 The Relationship between Investor Sentiment and Futures Return under Bear and Bull Market
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