Essays about: "Futures-Spot Arbitrage of Stock Index Futures"
Found 1 essay containing the words Futures-Spot Arbitrage of Stock Index Futures.
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1. Futures-Spot Arbitrage of Stock Index Futures in China : Empirical Study on Arbitrage Strategy
University essay from Handelshögskolan vid Umeå universitetAbstract : The main purpose of this thesis is to investigate what is the optimal futures-spot arbitrage strategy for China‘s stock index futures investment. Specifically, Index replication method and no-arbitrage pricing model are examined. We compare the different combinations of ETFs portfolio in mainland China with W.I. READ MORE
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