By Put-Call-Furthers Parity for Arbitrage of the TAIEX Index Future and the TAIEX Index Options

By Put-Call-Furthers Parity for Arbitrage of the TAIEX Index Future and the TAIEX Index Options

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碩士 === 國立中山大學 === 人力資源管理研究所 === 91 === The author used Put-Call-Futures Parity, Arbitrage-Free, Ex-ante Tests and Ex-post Tests to examine the arbitrage opportunity and market efficiency of the TAIEX index futures (TX) and the TAIEX index options (TXO) in this paper, during the period of December 24...

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Bibliographic Details
Main Authors:	Shu-June Fu, 傅琡珺
Other Authors:	Wenyi Lin
Format:	Others
Language:	zh-TW
Published:	2003
Online Access:	http://ndltd.ncl.edu.tw/handle/49822868199965957111

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