A Study of Arbitrage Opportunities and Efficiency in the Taiwan Index Options Market
碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === This paper examines the efficiency and arbitrage opportunities of the Taiwan Index Options Market using single-market call and put spreads, and box spreads. In contrast to many previous studies, we offer a new matching approach completely eliminating nonsynchro...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/35852107536974899489 |