المؤلفون: Marszk, Adam, Lechman, Ewa

مصطلحات موضوعية: ddc:330, diffusion, exchange traded funds, financial innovations, stock index futures, stock index options, stock market indexes

Relation: gbv-ppn:1695795563; Journal: Risks; Volume: 8; Year: 2020; Issue: 1; Pages: 1-23; Basel: MDPI; http://hdl.handle.net/10419/257973

الاتاحة: http://hdl.handle.net/10419/257973
https://doi.org/10.3390/risks8010018

المؤلفون: 郑振龙, 郑国忠

مصطلحات موضوعية: 股指期权, 高阶矩, 风险溢酬, 影响因素, stock index options, high-order moments, risk prenfia, influencing factors

Relation: 数理统计与管理,2017,(30):550-570; https://dspace.xmu.edu.cn/handle/2288/162315

الاتاحة: https://doi.org/10.13860/j.cnki.sltj.20170123-006
https://dspace.xmu.edu.cn/handle/2288/162315

المؤلفون: Ederington, Louis H, Guan, Wei

مصطلحات موضوعية: Black-Scholes implied volatilities, stock index options, Black-Scholes smile, pre-transaction-cost basis, HF Commerce, HF5601 Accounting, HG Finance

وصف الملف: application/pdf

Relation: University of Otago Department of Finance Seminar Series; http://www.business.otago.ac.nz/finc/research/seminars_01.html; http://hdl.handle.net/10523/1532; 596

الاتاحة: http://hdl.handle.net/10523/1532

المؤلفون: 王政, 吕卓易, 牟晨冰, 黄雪松

مصطلحات موضوعية: 股票指数期权, Black-Scholes期权定价模型, 套期保值, Stock Index Options, Black-Scholes Option Pricing Model, hedging

Relation: 山东青年政治学院学报,2011,(5):109-112; SDQG201105027; http://dspace.xmu.edu.cn/handle/2288/125093

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/125093

المؤلفون: Gemmill, Gordon¹

المصدر: International Journal of Forecasting. Jun86, Vol. 2 Issue 2, p251-252. 2p.

مصطلحات موضوعية: NONFICTION

Reviews & Products: HANDBOOK of Futures Markets: Commodity, Financial Stock Index & Options (Book), COMPLETE Guide to the Futures Markets: Fundamental Analysis, Technical Analysis, Trading, Spreads & Options (Book)

People: KAUFMAN, Perry J., SCHWAGER, Jack D., 1948-

المؤلفون: 杜化宇

المساهمون: 國立政治大學財務管理學系, 行政院國家科學委員會

مصطلحات موضوعية: 選擇權交易, 選擇權資訊內涵, 股價指數選擇權, 選擇權價格發現, Option trading, Stock Index Options, Information contents of options, Learningbehavior

Relation: 應用研究; 學術補助; 研究期間:9708~ 9807; 研究經費:673仟元; https://nccur.lib.nccu.edu.tw//handle/140.119/53814; https://nccur.lib.nccu.edu.tw/bitstream/140.119/53814/1/97-2410-H-004-022.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/53814
https://nccur.lib.nccu.edu.tw/bitstream/140.119/53814/1/97-2410-H-004-022.pdf

المؤلفون: Justin Birru, Stephen Figlewski, Rob Engle, Jens Jackwerth

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://efa2010.unicp.net/provide_paper.php?pid=775.

مصطلحات موضوعية: risk neutral density, implied probabilities, stock index options, 2008 financial crisis JEL Classification, G13

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.372.5513; http://efa2010.unicp.net/provide_paper.php?pid=775

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.372.5513
http://efa2010.unicp.net/provide_paper.php?pid=775

المؤلفون: Justin Birru, Stephen Figlewski, Rob Engle, Jens Jackwerth

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://people.stern.nyu.edu/sfiglews/Docs/Meltdown_FEB2010.pdf.

مصطلحات موضوعية: risk neutral density, implied probabilities, stock index options, 2008 financial crisis JEL Classification, G13

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.357.2289; http://people.stern.nyu.edu/sfiglews/Docs/Meltdown_FEB2010.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.357.2289
http://people.stern.nyu.edu/sfiglews/Docs/Meltdown_FEB2010.pdf

المؤلفون: 黃升源, Huang, Sheng-yuan

المساهمون: 財務金融系碩士班, 陳建宏, 洪志興, Chien-Hung Chen, Chih-Hsing Hung

مصطلحات موضوعية: 賣權買權期貨平價模式, 效率市場, 台指選擇權, Put Call Futures Parity, Efficient Market, Taiwan Stock Index Options

وصف الملف: 418451 bytes; application/pdf

Relation: 099CYUT5304019; http://ir.lib.cyut.edu.tw:8080/handle/310901800/29839; http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/29839/1/099CYUT5304019-001.pdf

الاتاحة: http://ir.lib.cyut.edu.tw:8080/handle/310901800/29839
http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/29839/1/099CYUT5304019-001.pdf

المؤلفون: 林秋君, Lin, Chiu-Chun

المساهمون: 保險金融管理系碩士班, 楊坤鋒, Kun-Feng Yang

مصطلحات موضوعية: 台指選擇權, 賣權買權期貨平價理論, 價差交易策略, Taiwan Stock Index Options, Put-Call-Futures Parity, Spread Strategy

وصف الملف: 380255 bytes; application/octet-stream

Relation: 093CYUT5218031; http://ir.lib.cyut.edu.tw:8080/handle/310901800/30056; http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/30056/1/093CYUT5218031-001.zip

الاتاحة: http://ir.lib.cyut.edu.tw:8080/handle/310901800/30056
http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/30056/1/093CYUT5218031-001.zip

المؤلفون: 郑浩

المساهمون: 翁君奕

المصدر: http://210.34.4.13:8080/lunwen/detail.asp?serial=1868.

مصطلحات موضوعية: 波动性, 指数期权, 套期保值, Volatility, Stock Index Options, Hedge

Relation: http://210.34.4.28/opac/openlink.php?strText=6668&doctype=ALL&strSearchType=callno; http://dspace.xmu.edu.cn/handle/2288/30348

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/30348