ON ARBITRAGE OF PUT-CALL PARITY:TSE INDEX OPTIONS VS.TSE INDEX FUTURES AND EXCHANGE TRADED FUNDS VS. TSE INDEX OPTIONS
碩士 === 國立臺灣大學 === 財務金融學研究所 === 90 === ABSTRACT This thesis employs no-arbitrage principle to provide the relationship between index options and Exchange Traded Funds sharing the same underlying asset. Advantages of Exchange Traded Funds include lower cost and higher liquidity....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71792064364040391546 |