The profitability of index futures spread arbitrage strategies with bid and ask index quotes

  • Ka Ming Camay Chan

    Student thesis: Master's Thesis

    Abstract

    Please refer to the "Abstract & TOC" file on the right side
    Date of Award2001
    Original languageEnglish

    User-Defined Keywords

    • Arbitrage
    • Options (Finance)
    • Prices
    • Stock index futures

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    Documents

    • Abstract & TOC

      File: application/pdf, 103 KB

      Type: Supplementary materials

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