Researches on the Underlying Asset of TAIEX Options and Price Discovery of TAIEX Futures
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 97 === The purpose of this study is twofold. We, first, identify the underlying asset of TAIEX Options. Moreover, we also investigate the efficiency of price discovery of volatility index and put/call open interest ratio to the TAIEX Future. From the concept of...
| 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/21404799071604582671 |