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政大機構典藏 > 商學院 > 金融學系 > 學位論文 > Item 140.119/85397

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85397

Title:	規避波動性風險：Variance Swaps的複製及其應用
Authors:	王慧蓮
Contributors:	陳松男王慧蓮
Keywords:	波動度交換契約變異數交換契約複製法波動度風險管理 Volatility Swaps Variance Swaps Replication Strategy
Date:	2001
Issue Date:	2016-04-18 16:27:54 (UTC+8)
Abstract:	券商和投資大眾越來越了解價格風險管理的重要性，但是對於波動度風險管理工具及其重要性的認知卻較為貧乏。論文探討的即是美歐新興的波動度管理工具：波動度交換契約(volatility swaps)和變異數交換契約(variance swaps)。藉著波動度交換契約，交易者就可以將所暴露的不確定風險轉換為固定的風險。
Description:	碩士國立政治大學金融研究所 87352013
Source URI:	http://thesis.lib.nccu.edu.tw/record/#A2002001540
Data Type:	thesis
Appears in Collections:	[金融學系] 學位論文

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