An Empirical Study on the Pricing of the Kuala Lumpur Composite Stock Index Futures
碩士 === 國立成功大學 === 企業管理學系碩博士班 === 90 === ABSTRACT Numerous studies have been carried out on the pricing of stock index futures based on cost of carry model. However, the findings are controversial. In this study, the pricing of KLSE CI futures is examined under both the cost of carry model and the...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/7tau9u |