衡量選擇權流動性調整後風險值－以台灣股價指數選擇權為例

Translated title of the contribution: Liquidity Adjusted Value-at-Risk - Evidence from Taiwan Stock Index Options

李欣和

Research output: Types of Thesis › Master's thesis

Translated title of the contributionLiquidity Adjusted Value-at-Risk - Evidence from Taiwan Stock Index Options
Original languageChinese (Traditional)
Supervisors/Advisors
  • Shyu, Yih-Wen, Supervisor
StatePublished - 2005
Externally publishedYes

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