Efficiency Test of the Taiwan Index Options Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 91 === Abstract Taiwan index options are the emerging derivative in Taiwan future market. This paper uses several no arbitrage conditions（lower boundary, put-call parity, call＆put spread, box spread, butterfly spread）to examine the efficiency of Taiwan index...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98317464994842571072 |