A study of open interest for index options of Taiwan market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This research is based on daily “Open Interest and Volume” of Buy and Sell strike price changes of the Taiwan index options. Establish an open interest volume-weighted arithmetic average index to infer long and short breakeven point. The change of Index trad...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92740674331011346374 |