A Study Of Arbitrage Efficiency Between Taiwan Stock Exchange Finance Stock Index Futures and Options Contracts
碩士 === 東海大學 === 經濟系 === 100 === There are many domestic and foreign scholars tested the arbitrage opportunities of futures and options in different kinds of index markets with put-call-futures parity which proposed by Tucker(1991). This paper was based on the paper of Lee and Nayar(1993), to examine...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31869271053767834517 |