A study of open interest for index options of Taiwan market

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...

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Bibliographic Details
Main Authors:	Ching-Tsung Huang, 黃景聰
Other Authors:	Te-Chung Hu
Format:	Others
Language:	zh-TW
Published:	2012
Online Access:	http://ndltd.ncl.edu.tw/handle/92740674331011346374

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