The arbitrage in Taiwan Index futures and options

碩士 === 銘傳大學 === 管理研究所 === 95 === Taiwan stock are getting more and more important in the global stage, in order to provide the necessary of hedge when investing in the stock market. Derivative assets are more and more important. This paper has research the intra-day data of the Taiwan Index futures...

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Bibliographic Details
Main Authors: Shuan-Hao Yeh, 葉軒豪
Other Authors: Hui-Chen Chiang
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/htwrp6