政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/85436

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/85436

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政大典藏 > College of Commerce > Executive Master of Business Administration > Theses > Item 140.119/85436

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85436

Title:	選擇權造市者制度暨造市風險之研究－以台股指數選擇權為例 Discussion of the Option Market Maker System and the Risks of Market Making
Authors:	吳建華 Aleck Wu, C. H.
Contributors:	杜化宇 Anthony Tu 吳建華 Aleck Wu, C. H.
Keywords:	選擇權造市者臺指選擇權選擇權市場制度造市者制度造市交易風險買賣價差部位管理風險避險 Delta風險中立風險管理 Option Market Makers Taiwan Stock Indexes Option Option Market System Market Makers System Market Making Bid-Ask Spread Positions Management Hedge Delta Neutral Risk Management
Date:	2001
Issue Date:	2016-04-18 16:29:26 (UTC+8)
Abstract:	我國金融市場積極發展多元化與國際化，將由台灣期貨交易所推出臺指選擇權，建立選擇權市場以完備金融市場。由於選擇權市場掛牌交易契約眾多與選擇權的交易特性，因此有賴造市者發揮提供流動性、風險移轉、價格效率性及價格資訊揭露等經濟功能。本研究以造市者之功能性逐項比較我國造市者制度與EUREX、SEHK、LIFFE等各大交易所造市者制度之差異，用以發現我國首度引進的造市者制度對於選擇權市場發展的影響。 Taiwan`s financial market has been developing constructively into a globalization and multiplicity market within these years. To create a more completed financial market, Taiwan Futures Exchange (TAIFEX) will issue "the Taiwan stock index option" recently. As the complex and various features of the options trading, the option market will be successful and efficient through the market maker`s economic functions, which are adding liquidity, increasing price efficiency, transferring risk and proving price information. This survey tried to compare the different functions of market maker system with TAIFEX, EUREX, SEHK and LEFFE, and to disclose the influence of the new market maker system on Taiwan`s option market. "封面頁證明書論文摘要致謝詞目錄表目錄圖目錄第一章緒論第一節研究動機第二節研究範圍與限制第三節研究目的與結構第二章選擇權造市者制度設計之研究第一節選擇權造市者的功能與特性第二節我國選擇權市場制度規劃第三節我國選擇權造市者制度分析與比較第四節影響我國選擇權造市者制度發展性之要素第三章選擇權造市者造市風險之研究第一節選擇權造市者造市業務之風險分析第二節選擇權造市者造市交易風險之探討第二節選擇權造市者部位管理風險之探討第四節造市者造風險管理之綜合分析第四章結論與建議第一節結論第二節建議參考文獻附錄
Description:	碩士國立政治大學經營管理碩士學程(EMBA) 87360008
Source URI:	http://thesis.lib.nccu.edu.tw/record/#A2002001487
Data Type:	thesis
Appears in Collections:	[Executive Master of Business Administration] Theses

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