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...

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Bibliographic Details
Main Authors: WEI, CHIH-HAO, 魏志浩
Other Authors: Shang-Chih Kung
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/65663904370126845202