A Study on the Hedging of Futures Market in Taiwan.
碩士 === 輔仁大學 === 應用統計學研究所 === 90 === The purpose of this thesis is to investigate how to minimize the risk of hedging investment on the cash/future combinations. Under various models and assumptions, the total traction of cash and future is confined due to the investors’ capitals and the a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01736365070890623007 |