Various Types of Arbitrage Strategies

碩士 === 國立中興大學 === 財務金融學系 === 93 === This paper reviews the theoretical methods and the empirical results of various types of arbitrage strategies in past numerical studies. Although arbitrage can be generally dividend into two categories including risk-free arbitrage and risky arbitrage, there is s...

Full description

Bibliographic Details
Main Authors: Tiencheng Ho, 何天成
Other Authors: Anchor Lin
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/82651406874484161084