臺股指數期貨理論價差之計算及交易策略探討
碩士 === 東吳大學 === 國際貿易學系 === 93 === The main purpose of this paper is based on feature that the future price will converge to stock price when the future contract is near maturity, according to this feature, we hope to use the investment criteria 「price basis ratio」 to determine the suitable time and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31094224324318805440 |