An Empirical Analysis of Arbitrage between Taiwan Stock Index Futures, Options, and Taiwan Top 50 Tracker Fund Markets
碩士 === 輔仁大學 === 經濟學研究所 === 93 === For the period of January 2, 2004 to December 31, 2004, this paper uses Put and Call Price Lower Bound, Put-Call Parity, Put-Call-Futures Parity, Put-Call Spread, Box Spread, Butterfly Spread and Cost-of-Carry theory to examine the market efficiency of Taiwan stock...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/22553883427370144135 |