A study of arbitrage for the Put-call-futures parity

碩士 === 逢甲大學 === 經營管理碩士在職專班 === 93 === THE OBJECTIVE OF THE ARTICLES IS TO EXAMINE THE ARBITRAGE OPPORTUNITY AND MARKET EFFICIENCY OF THE TAIEX INDEX MINI FUTURES(MTX) AND THE OPTIONS(TXO)

Bibliographic Details
Main Authors: Champion Chen, 陳冠勳
Other Authors: Wenyi Lin
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/73016187257682375621