Construction of an Arbitrage System among Stock, Future, and Option Markets in TaiwanConstruction of an Arbitrage System among Stock, Future, and Option Markets in TaiwanConstruction of an Arbitrage System among Stock, Future, and Option Markets in T
碩士 === 中國文化大學 === 資訊管理研究所 === 96 === Scholars in Taiwan have tried to use arbitrage pricing theory, discovered by Ross in 1976 on financial products among stock, future, and option markets. Arbitrage Op-portunities and profits have decreased as products of these three markets get matured. In practic...
Main Authors: | Chieh Lin, 林杰 |
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Other Authors: | Chong-Yen Lee |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/99453752884288293328 |
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