A Study for Tenacious Base on Basis-Maturity GARCH Model for hedging during the subprime mortgage financial crisis - Case in Taiwan Stock Future index
碩士 === 東海大學 === 管理碩士在職專班 === 98 === The main function of "Basis" for its content for hedging with futures, with the spot price and futures price changes in continuous, basis sometimes expand, sometimes narrow, in the end because the spot price and futures price convergence, at th due day,t...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59766440444784797584 |