Arbitrage Analysis and System Development of TWSI Index Options

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 93 === Since when the Chicago Board Options Exchange’s introduction of the first index option contract in 1983, index options have played a significant role in financial markets. Though the trade history of Taiwan Weighted Stock Index Option (TXO) is relatively shor...

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Bibliographic Details
Main Authors: Fang-Mei Chung, 鍾芳玫
Other Authors: Chieh-Yow ChiangLin
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/98830507102675609649