The practical application of arbitrage trading in Taiwan Stock Exchange Capital Weighted Index Futures --- volatility model and applied methods of programs
碩士 === 輔仁大學 === 金融研究所 === 91 === The purpose of this study aims to provide a practicable model for proprietary trading departments of securities and futures to execute in Taiwan’s future market. Moreover, traders of investment trust and investment advisers, discretionary investment bu...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2003
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Online Access: | http://ndltd.ncl.edu.tw/handle/65663904370126845202 |