The Effect of Paying Cash Dividend on Taiwan Index Option and Related Trading Strategies
碩士 === 東吳大學 === 國際貿易學系 === 94 === The market price of the index options will converge to theoretical price when the option contract is close to maturity. According to the feature, this paper is using the spread between the market price and theoretical price of the index options as an indicator for d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34880043452940385075 |