The relationship between stock index and the implied volatility of index option-The case of electronic index in Taiwan market

碩士 === 國立屏東科技大學 === 工業管理研究所 === 95 === The joining of the options made the operation of the financial market of Taiwan more intact and active. It possess the low trade cost and high financial lever of operative characteristic besides satisfying the tastes of some investors and also a good hedging in...

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Bibliographic Details
Main Authors: Tsou Yao-wen, 鄒耀文
Other Authors: Lin Kun-hui
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/63701951281194507506