A Study of Appling VIX Index to Options Trading Strategies
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 97 === Based on the volatility index of CBOE (Chicago Board Options Exchange), Taiwan Futures Exchange constructed the Taiwan VIX Index to help TAIEX options traders to analyze market trends and make finanacial decision of trading strategy. In this study, the options...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/s5wssr |