Forecasting Intraday Profits Using FTSE 100 Index Options

碩士 === 國立中正大學 === 財務金融所 === 95 === This paper is intended to explore a way to make money with different views. We expect that it has certain rules and can be followed. Besides, we anticipate that there are some arbitrage chances existing in it. The purpose of this paper is to forecast intraday profi...

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Bibliographic Details
Main Authors: Hsuan-Yi Yu, 游瑄宜
Other Authors: An-Sing Chen
Format: Others
Language:en_US
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/94683753772950526383