An Empirical Study of TAIEX Options Implied Volatility and Trading Strategy
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 95 === This thesis constructs the market volatility index of which underlying asset is Taipei Stock Exchange Capitalization Weighted Stock Index (TAIEX) and TAIEX futures respectively. In the research period, TAIEX was usually lower than TAIEX futures. The average im...
| 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/15135628981738948348 |