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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/87043
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87043


    Title: 匯率衝擊下股票選擇權避險比例效果之衡量與分析
    Authors: 謝孟真
    Contributors: 周行一
    謝孟真
    Keywords: 匯率
    股票
    Date: 1996
    Issue Date: 2016-04-28 09:45:15 (UTC+8)
    Abstract: 理論上,如果能夠掌握股票與股票選擇權價格變動的關係--delta避險比例,那麼利用股票選擇權來規避標的股票價格波動的風險,可以達到完美的避險效果。然而如果有一外來的經濟衝擊,使得選擇權價格變動與標的股票價格變動之比不等於原來該時點上的避險比例時,採用原來的避險比例避險就會產生偏誤。
    Description: 碩士
    國立政治大學
    金融研究所
    84352004
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002002323
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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