Exploring the Arbitrage Opportunities of Time Value Spread between TX and STW
碩士 === 國立交通大學 === 資訊管理所 === 91 === The mismatch of maturity date between Taiwan Stock Index Futures (TX) and MSCI Taiwan Stock Index Futures (STW) would vary the time value between the two futures and course that arbitrage opportunity occurs in between. In order to explore the arbitrage opportunitie...
| 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/41302992011670926806 |