A RESEARCH ON EFFICIENCY OF TAIWAN INDEX OPTION MARKET
碩士 === 南華大學 === 財務管理研究所 === 92 === This research adopts the option and transaction data of Index option and futures relatively.We exam the arbitrage chances with ox-post approach. The subject of research iswilling to find weather having profit of arbitrage in our sample, when the Put-Call Parityan...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43249150396054973937 |