Arbitrage opportunities in index futures

• Main Authors: Ong, Yew Meng, Goh, Hong Chye, Lim, Chee Kok
• Other Authors: Malick Sy
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/64507
• Institution: Nanyang Technological University

With the advent of financial stock index futures contract in the early 1980s, the financial world has undergone a revolution. The stock index futures has since become the most widely traded financial instrument in the financial futures market. Corporate and individual investors, like banks, insu...