An Empirical Analysis of TXO Arbitrage Strategies
碩士 === 東吳大學 === 財務工程與精算數學系 === 97 === The Taiwan Weighted Stock Index Option (TXO) has been traded since December 24th, 2001, nearly 8 years since it went public. The current average daily trading volume has reached over 300,000 units. The TXO contract claims the biggest trading volume in the Taiwan...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81037526867612276121 |