On the liquidity of CAC 40 index options market

Options are derivative financial instruments that allows the construction of a number of investment strategies. The condition of the building is adequate variety of instruments and liquidity. The authorities of the Warsaw Stock Exchange modify the standard options responding to the needs of investors. The aim of this study is to verify if the actions in this area resulted in increased interest in index options on the Warsaw Stock Exchange. The studies analyzed the various parameters of options market include the number of series, the volume and value of trading and the number of open positions.

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On the liquidity of CAC 40 index options market

Cited by 2 publications

References 23 publications

A generalization of Gray and Whaley’s reset option

A generalization of Gray and Whaley’s reset option

Wpływ zmian standardów opcji na rynek opcji indeksowych na giełdzie papierów wartościowych w Warszawie

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