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研究生: 李宗愷
論文名稱: 外匯選擇權定價模式之實證研究
指導教授: 林祖嘉
學位類別: 碩士
Master
系所名稱: 商學院 - 國際經營與貿易學系
Department of International Business
論文出版年: 1990
畢業學年度: 78
語文別: 中文
論文頁數: 85
相關次數: 點閱:157下載:0
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  • 目錄
    第一章 緒論
    第一節 研究動機與目的………1
    第二節 研究方法與本文架構………2
    第二章 選擇權理論與文獻回顧
    第一節 前言………3
    第二節 選擇權理論介紹………3
    第三節 實證文獻回顧………16
    第四節 結論………19
    第三章 實證模型之建立
    第一節 前言………23
    第二節 傳統的B-S 模型之建立………23
    第三節 外匯選擇權模型定價模型之建立………3 。
    第四節 結論………36
    第四章 實證結果分析
    第一節 前言………41
    第二節 資料來源說明………41
    第三節 研究方法與實證結果………42
    第五章 結論與建議
    第一節 結論………74
    第二節 研究限制與建議………75
    參考文獻………77

    參考文獻
    一、中文部份
    1.于政長,選擇權市場投資與操作策略。
    2.李存修,選擇權系列,新經濟周刊,民國77年。
    3.吳紿東,外匯選擇權及其運用策略之研究,中國國際商業銀行經濟研究處,民國78年。

    二、英文部份
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