Study on three days before settlement trading strategy for Options on Taiwan Stock Index

碩士 === 開南大學 === 財務金融學系 === 98 === On December 24, 2001, Taiwan Futures Exchange launched the Taiwan index options contract. Since then, the transaction volume is climbing. According to the statistics by Futures Industry Association, the trading volume of Taiwan index options contracts totaled 9,275...

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Bibliographic Details
Main Authors: Chui-Cai Chiou, 邱垂財
Other Authors: Lie-Jane Kao
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/86739423170189849091