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)
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/73016187257682375621 |