The Arbitrage Performances and Market Characteristics of Taiwan Stock Index Futures Market

碩士 === 國防管理學院 === 資源管理研究所 === 88 === Studies about derivative assets have become more and more important issues in recent years. Taiwan Stock Index Futures Market is a new market. Is there any arbitrage opportunities? How are the market characteristics? They are main topics in both academical and pr...

Full description

Bibliographic Details
Main Authors: Lin, Sheng-Der, 林昇德
Other Authors: Chin-Chen Yeh
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/33971793533012207109