A Study on the Dynamical Equilibrium between Stock Index Futures and Option Exercise Prices in Taiwan
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 95 === ABSTRACT Using the market prices of TX futures contracts and TXO options contracts as our samples, this research is based on Tucker’s (1991) Put-Call-Futures Parity theory to examine the dynamic equilibrium relationships between futures market and options mark...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92852693895978032415 |