Index Futures Arbitrage and Spread Arbitrage in Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === This thesis focuses on empirically studying two available index futures arbitrage strategies, spot-futures arbitrage (TAIMEX vs. TSE) and spread arbitrage (TAIMEX vs. SIMEX). Moreover, this thesis compares these two strategies’ differences. During the empirical...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33689397513557499770 |