The Analysis of Optimal Trading Strategy for Taiwan Stock and Futures Markets with a Markov Chain Approach

碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 93 === As the derivatives bloom in global financial market, the government gradually loosens regulations and relevant foreign hedge fund products are introduced to Taiwan financial market, domestic institutional investors not only use futures and options to hedge,...

Full description

Bibliographic Details
Main Authors: Song-Sheng Chan, 詹松盛
Other Authors: Chuang-Chang Chang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/08266155836914899071