The use of copulas in spread trading

Spread trading is the simultaneous sale of one security and the purchase of a related security. One who is involved in spread trading will desire to have an ideal entry point into and exit point out of the market using the technique which is developed based on the dependence of the two securities. I...

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Bibliographic Details
Main Author: Liew, Rong Qi
Other Authors: Wu Yuan
Format: Student Research Poster
Language:English
Published: 2013
Online Access:https://hdl.handle.net/10356/95145
http://hdl.handle.net/10220/9041
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Institution: Nanyang Technological University
Language: English