By Put-Call-Furthers Parity for Arbitrage of the TAIEX Index Future and the TAIEX Index Options
碩士 === 國立中山大學 === 人力資源管理研究所 === 91 === The author used Put-Call-Futures Parity, Arbitrage-Free, Ex-ante Tests and Ex-post Tests to examine the arbitrage opportunity and market efficiency of the TAIEX index futures (TX) and the TAIEX index options (TXO) in this paper, during the period of December 24...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07968935977024087354 |