政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/41393
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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/41393


    Title: 選擇權:理論、實務與應用
    Options : theory practice and application
    Authors: 陳威光
    Contributors: 國立政治大學金融學系
    Keywords: 選擇權;投資
    Date: 2001-01
    Issue Date: 2010-06-08 10:45:30 (UTC+8)
    Abstract: 全書共分為上下兩篇，第一篇為選擇權的入門篇，作者以淺顯的文字，避免使用艱深的數學公式，配合台灣認購權證及國外選擇權等產品，透過實例來說明選擇權之基本概念、評價、交易策略等，適合大學及專科學生初學者使用；第二篇為選擇權的進階篇，深入探討選擇權有關的主題，包括公式B-S推導、敏感度分析、蒙地卡羅模擬、二項式評價法、避險策略、風險值、特殊選擇權、實質選擇權等，供有興趣更深入瞭解選擇權的讀者及業界之研讀使用。

    本書附有電腦軟體，讀者可利用該軟體迅速求得Black-Scholes 選擇權價格、隱含波幅、delta、gamma、二項式定價，及平均式選擇權、障礙選擇權等的價值。全書架構完整，不但適合大專院校相關課程如期貨選擇權、衍生性商品、財務工程等教學使用，亦可供實務界進修、人員訓練之用。
    Relation: 臺北市 : 智勝文化, 2001[民90]
    Data Type: book/chapter
    ISBN: 957-729-169-4
    Appears in Collections:[Department of Money and Banking] Books & Chapters in Books

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