On Arbitrage of Put-Call Parity:TSE Index Futures and TSE Index Options.
碩士 === 國立中山大學 === 財務管理學系研究所 === 95 === This research analyzes the arbitrage opportunities associated with TSE Index Futures and TSE Index Options. The results indicate that arbitrage opportunities in both markets exist even after we control for transaction costs. Arbitrage profits in both markets de...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2mwg46 |