Index Arbitrage in Taiwan

碩士 === 國立臺灣大學 === 財務金融學系研究所 === 86 === Index arbitrage is a simple concept in financial theory,but there are some problems need to be solved in practice . In this thesis,I focus on three problems as taking index arbitrage on MSCI Taiwan Index . The firs...

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Bibliographic Details
Main Authors: Wu, Yun-Lung, 吳雲龍
Other Authors: Lin Yun
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/12561738308997243097