Non-linear index arbitrage : exploiting the dependencies between index and stock options
M. R. Roelfsema
| Year of publication: |
2000
|
|---|---|
| Authors: | Roelfsema, M. R. |
| Institutions: | Technische Universiteit Delft / Department of Mathematics and Computer Science (contributor) |
| Publisher: |
Delft : Delft Univ. Press |
| Subject: | Arbitrage | Aktienindex | Stock index | Optionsgeschäft | Option trading | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 80 S graph. Darst |
|---|---|
| Series: | WBBM report series. - Delft : Delft Univ. Press, ZDB-ID 2607547-7. - Vol. 46 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 90-407-2041-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001512692