Various Types of Arbitrage Strategies
碩士 === 國立中興大學 === 財務金融學系 === 93 === This paper reviews the theoretical methods and the empirical results of various types of arbitrage strategies in past numerical studies. Although arbitrage can be generally dividend into two categories including risk-free arbitrage and risky arbitrage, there is s...
Main Authors: | Tiencheng Ho, 何天成 |
---|---|
Other Authors: | Anchor Lin |
Format: | Others |
Language: | en_US |
Published: |
2005
|
Online Access: | http://ndltd.ncl.edu.tw/handle/82651406874484161084 |
Similar Items
-
The optimal dynamic arbitrage strategy of Euro-convertible bonds
by: Meng-chun Ho, et al.
Published: (2004) -
Fixed-income arbitrage strategies: swap spread arbitrage and yield curve arbitrage
by: De Figueiredo Neto, C. (Carlos)
Published: (2012) -
The arbitrage strategies and performance of Taiwan ETF
by: Chen,Chieh-Ho, et al.
Published: (2016) -
Curvature arbitrage
by: Choi, Yang Ho
Published: (2007) -
Futures-Spot Arbitrage of Stock Index Futures in China : Empirical Study on Arbitrage Strategy
by: PENG, XUE, et al.
Published: (2010)