The Movements of Basis and Spreads which are between the TAIEX Spot, the Spot month TAIEX Futures , the next calendar month TAIFX Futures, and the TAIEX Options.

博士 === 國立臺北大學 === 企業管理學系 === 101 === The research focuses the movements of the basis and spreads which are between the TAIFEX spot, the Spot month TAIEX Futures, the next calendar month TAIEX Futures, and the TAIEX Options. Many past literatures mainly focused on the basis between spot and futures....

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Bibliographic Details
Main Authors: Yu Chung-Ju, 游忠儒
Other Authors: 古永嘉
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/18814852535438974673