政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/49632

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/49632

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政大典藏 > College of Commerce > Executive Master of Business Administration > Theses > Item 140.119/49632

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/49632

Title:	選擇權交易市場當日有效策略交易撮合處理機制方法之研究 The research of matching mechanism of intraday strategy trading in the options market
Authors:	田振湘 Tien,Chen Hsiang
Contributors:	陳春龍謝明華 Chen, Chuen Long Xie, Ming Hua 田振湘 Tien,Chen Hsiang
Keywords:	選擇權撮合當日有效複式委託 options match reset of day combination order
Date:	2009
Issue Date:	2010-12-08 15:30:09 (UTC+8)
Abstract:	藉由提供多樣式委託提供交易人直接反應各月份合約價格關係的管道，促進市場活絡, 滿足本國選擇權市場交易人的策略交易需求，增加交易誘因,有關選擇權當日有效策略交易就系統之影響及相關配套措施提出建議以利系統設計之參考及進一步研究跨市場或更複雜之策略交易研究之參考。
Reference:	一、中文部份薛立言,賴靖宜,”一般化期貨與選擇權之交易策略研究”,2007 廖文賓,”台股選擇權操作學”,2003 臺灣期貨交易所,”我國選擇權市場規劃與未來發展說明會”,2000 林華德,”我國期貨暨選擇權市場建立方案”,1996 Kenneth H. Shaleen著/黃嘉斌譯,”技術分析&選擇權策略”,1998 蘇鈺云,”國內指數選擇權造市者訂價與避險策略之研究”,2001 周行一、李志宏主持人/陳明憲研究助理,” 我國期貨市場交易撮合制度及其對期貨交易者交易策略之影響”,2004 周行一,李志宏計劃主持/詹場協同主持,” 我國期貨交易撮合制度之變革對市場效率性與投資人委託交易之影響(增修版)”,2008 周行一/李志宏,” 我國期貨交易撮合制度及其對期貨交易者交易策略之影響”,2004 黃寶慧,” 臺灣股市競價撮合與行情揭示制度對資訊揭露的影響之研究”,1995 台灣期貨交易所,” 台灣期貨交易所十週年特刊”p28 台灣期貨交易所,”國際主要交易系統選擇權當日有效複式委託撮合處理機制與系統設計方法之研究” 二、英文部份 Watsham, Terry J.,”Futures and options in risk management”,1998 Vine, Simon.,”Options： trading strategy and risk management”,2005 W. Edward Olmstead.,”Options for the beginner and beyond： unlock the opportunities and minimize the risks”,2006 Chicago Board Optios Exchange,”Options risk management guidge”,1998 Greg Jensen.,”Spread trading： an introduction to trading options in nine simple steps”,2009 Don M. Chance,”An introduction to derivatives”,1998 Global Derioatioes Study Group.,”Derivatives： practices and principles”,1993 Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson.,” Option spread strategies： trading up, down, and sideways markets”,2009 Tom Windas,” Introduction to option-adjusted spread analysis”,2007 Anthony J. Saliba ; with Joseph C. Corona and Karen E. Johnson.,” Option strategies for directionless markets： trading with butterflies, iron butterflies, and condors”,2008 Cme RuleBook Implied Price Functionality Overview CBOT RuleBook 三、中文網站部份四、英文網站部份 http：//www.optiontradingtips.com/strategies http：//fast.fixprotocol.org/
Description:	碩士國立政治大學經營管理碩士學程(EMBA) 97932056 98
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0097932056
Data Type:	thesis
Appears in Collections:	[Executive Master of Business Administration] Theses

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