Empirical Tests of Arbitrage Opportunities in Taiwan Stock Index Options
碩士 === 佛光人文社會學院 === 資訊學系 === 94 === This research utilizes Put-Call-Futures parity to exam the arbitrage opportunities in Taiwan Stock Index Options and Mini Taiwan Stock Index Futures. According to the transactions from October first, 2003 to September 30th, 2004, while Call option price is higher...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/07701998701903938719 |