结果：找到“Futures arbitrage”相关内容10个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS
2 个回复 - 508 次查看 【作者(必填)】Richie, Nivine, Robert T. Daigler, and Kimberly C. Gleason 【文题(必填)】The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS 【年份(必填)】2008 【全文链接或 ...2019-5-20 16:50 - johnzi0128 - 求助成功区
2 个回复 - 508 次查看 【作者(必填)】Richie, Nivine, Robert T. Daigler, and Kimberly C. Gleason 【文题(必填)】The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS 【年份(必填)】2008 【全文链接或 ...2019-5-20 16:50 - johnzi0128 - 求助成功区
英文文献一篇，American futures options arbitrage
1 个回复 - 552 次查看 【作者(必填)】Wanga*, Wei Zhangb & Weng Kit Tanc 【文题(必填)】American futures options arbitrage: evidence from the Nikkei 225 options market 【年份(必填)】Volume 8, Issue 3, 2008 【全文链接 ...2014-10-29 10:49 - sgping - 求助成功区
1 个回复 - 552 次查看 【作者(必填)】Wanga*, Wei Zhangb & Weng Kit Tanc 【文题(必填)】American futures options arbitrage: evidence from the Nikkei 225 options market 【年份(必填)】Volume 8, Issue 3, 2008 【全文链接 ...2014-10-29 10:49 - sgping - 求助成功区
CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE
1 个回复 - 632 次查看 【作者(必填)】EDWARD TSANG 【文题(必填)】CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE[/backcolor] [/backcolor] 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://www ...2014-10-29 11:01 - sgping - 求助成功区
1 个回复 - 632 次查看 【作者(必填)】EDWARD TSANG 【文题(必填)】CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE[/backcolor] [/backcolor] 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://www ...2014-10-29 11:01 - sgping - 求助成功区
文献一篇On the arbitrage-free pricing relationship between index futures
1 个回复 - 655 次查看 【作者(必填)】Joseph K. W. Fung† andKam C. Chan‡ 【文题(必填)】On the arbitrage-free pricing relationship between index futures and index options: A note 【年份(必填)】December 1994 ...2014-10-29 10:51 - sgping - 求助成功区
1 个回复 - 655 次查看 【作者(必填)】Joseph K. W. Fung† andKam C. Chan‡ 【文题(必填)】On the arbitrage-free pricing relationship between index futures and index options: A note 【年份(必填)】December 1994 ...2014-10-29 10:51 - sgping - 求助成功区
求助文献一篇，Early Unwinding Strategy in Index Options-Futures Arbitrage
2 个回复 - 563 次查看 【作者(必填)】Cheng, Louis T W Fung, Joseph K W Pang, Castor 【文题(必填)】Early Unwinding Strategy in Index Options-Futures Arbitrage 【年份(必填)】21 (1998) 【全文链接或数据库名称( ...2014-10-29 09:09 - sgping - 求助成功区
2 个回复 - 563 次查看 【作者(必填)】Cheng, Louis T W Fung, Joseph K W Pang, Castor 【文题(必填)】Early Unwinding Strategy in Index Options-Futures Arbitrage 【年份(必填)】21 (1998) 【全文链接或数据库名称( ...2014-10-29 09:09 - sgping - 求助成功区
Pricing Catastrophe Insurance Futures and Call Spreads An Arbitrage Approach - S
2 个回复 - 947 次查看 【作者(必填)】J. David Cummins and Hélyette Geman[/backcolor] 【文题(必填)】Pricing Catastrophe Insurance Futures and Call Spreads[/backcolor] An Arbitrage Approach - See more at: http://www.iijo ...2013-11-12 10:42 - sfy1990 - 求助成功区
2 个回复 - 947 次查看 【作者(必填)】J. David Cummins and Hélyette Geman[/backcolor] 【文题(必填)】Pricing Catastrophe Insurance Futures and Call Spreads[/backcolor] An Arbitrage Approach - See more at: http://www.iijo ...2013-11-12 10:42 - sfy1990 - 求助成功区
Pricing Catastrophe Insurance Futures and Call Spreads An Arbitrage Approach
1 个回复 - 885 次查看 【作者(必填)】J. David Cummins and Hélyette Geman[/backcolor] 【文题(必填)】Pricing Catastrophe Insurance Futures and Call Spreads[/backcolor] An Arbitrage Approach - See more at: http://www.iijo ...2013-11-5 19:17 - sfy1990 - 求助成功区
1 个回复 - 885 次查看 【作者(必填)】J. David Cummins and Hélyette Geman[/backcolor] 【文题(必填)】Pricing Catastrophe Insurance Futures and Call Spreads[/backcolor] An Arbitrage Approach - See more at: http://www.iijo ...2013-11-5 19:17 - sfy1990 - 求助成功区
Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage
3 个回复 - 1692 次查看 一个很好的讲义 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage2010-5-28 11:17 - david_nanj - 数据分析与数据挖掘
3 个回复 - 1692 次查看 一个很好的讲义 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage2010-5-28 11:17 - david_nanj - 数据分析与数据挖掘
Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf
1 个回复 - 1805 次查看 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf2010-6-27 14:44 - stjack1 - 数据分析与数据挖掘
1 个回复 - 1805 次查看 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf2010-6-27 14:44 - stjack1 - 数据分析与数据挖掘
Wanted: No Arbitrage, Dead Or Alive: A Comparison Of Hedging With Futures C...
0 个回复 - 246 次查看 2005-8-29 11:22 - 计算数学822 - Forum
0 个回复 - 246 次查看 2005-8-29 11:22 - 计算数学822 - Forum
