The Pricing of Stock Index Futures during the Early Period after Listing of Stock Index Futures: Evidence from the SGX FTSE Xinhua China A50 Index Futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 96 === The subject of this study is SGX FTSE Xinhua China A50 Index Futures. The purpose of this study are (1) to compare the performance of pricing model of stock index futures, including cost of carry model, Hemler and Longstaff model(1991) and pricing model of stoc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/k9ca5x |