The Trading Activity of the Index Options Market and its Influence on the Futures Market

碩士 === 銘傳大學 === 財務金融學系碩士班 === 91 === This research examines the factors of the trading activities and bid-ask spreads of options in the Singapore Nikkei 225 Index Futures Options Market and the Taiwan Stock Index Options Market. Both the risk of market maker and the specifications of options contrac...

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Bibliographic Details
Main Authors: Shao-Hao Lu, 盧紹豪
Other Authors: Shen-Yuan Chen
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/21137836988600728399