A study of arbitrage issues for Taiwan Stock Index Options

碩士 === 淡江大學 === 管理科學學系 === 91 === Taiwan Future Exchange starts to issue TAIFEX-Options contracts on Dec. 24, 2001. The strategies of options transaction are more diversified, as comparing with those of stocks transaction. How to establish a profitable strategy is concerned with investors. Since ind...

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Bibliographic Details
Main Authors: Yao-Wen Fung, 馮耀文
Other Authors: Yen-Sen Ni
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/37382374249677395878