Exploring the Relationship between Stock Index Futures and Stock Index Options-Evidence from S&P500
碩士 === 長庚大學 === 企業管理研究所 === 89 === Previous research confirms the fact that the price changes of futures/index options tend to be correlated with the price changes of underlying assets as the new information arrives. For this reason, the study intends to explore the relationship of return volatilit...
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| Format: | Others |
| Language: | zh-TW |
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2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70879708511710704216 |