A Research of Hedge and Arbitration Model for the Cross-markets Future and Options
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 92 === For the past researches, like Tucker(1991), anticipated to find the pricing theory of multiple assets allocation between futures and options. The theory is put-call-futures parity. Because Tucker’s model can’t to provide the investors extraordinary investment de...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28442363964797786028 |