Box Trading Strategy And Market Efficiency of Euribor Options

碩士 === 東海大學 === 財務金融學系 === 98 === Derivative is an important tool for corporate hedging and the market plays a significant role in financial markets. In particular, Euribor options market has become popular since Euro is launched in 1999. The issue of market efficiency becomes a serious matter....

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Bibliographic Details
Main Authors: Yang Tzu-Ming, 楊子明
Other Authors: 郭一棟
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/77204113887725673114