The Arbitrage Opportunities and Strategies of Index Options-The Case of TAIFEX Index Options
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === This paper examines the arbitrage opportunities and profitability of the options/options strategies and the options/futures strategy among TAIEX Options during 2004. The former include the short spread strategy, the convexity strategy, and the box spread strateg...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83920420399671363980 |