Hedging effectiveness and pricing of stock index futures in the presence of index participation units
Investigates whether the introduction of the Toronto Index Participation Units (TIPs) have made the Toronto futures market more efficient. Focuses on the hedging and mispricing of futures contracts.
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| Format: | Others |
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1994
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| Online Access: | http://spectrum.library.concordia.ca/3398/1/MM90811.pdf Akkaoui, Sami <http://spectrum.library.concordia.ca/view/creators/Akkaoui=3ASami=3A=3A.html> (1994) Hedging effectiveness and pricing of stock index futures in the presence of index participation units. Masters thesis, Concordia University. |