The Relative Trading Strategies Research of the Volatility Index of TAIFEX Option

碩士 === 雲林科技大學 === 財務金融系碩士班 === 96 === The Volatility Index-VXO and VIX are constructed by Chicago Board Options Exchange (CBOE) in 1993 and 2003 successively. After being given authorization from CBOE, Taiwan Futures Exchange (TAIEX) started constructing the Volatility Index (VIX and VXO) in Taiwan...

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Bibliographic Details
Main Authors: I-Wei Cho, 卓奕瑋
Other Authors: Jiau-Wei Yang
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/70862740812509076676