A study of arbitrage efficiency between the FTSE-100 index futures and options contracts
Paul Draper; Joseph K. W. Fung
| Year of publication: |
2001
|
|---|---|
| Authors: | Draper, Paul ; Fung, Joseph K. W. |
| Publisher: |
Kowloon : Hong Kong Baptist Univ., School of Business, Business Research Centre, |
| Subject: | Arbitrage | Index-Futures | Index futures | Optionsgeschäft | Option trading | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Großbritannien | United Kingdom |
| Extent: | Online Ressource, 1,1 MB, text |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Record-last-verified: 16-10-01 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001612483