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,...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/08266155836914899071 |