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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| 主要作者: | |
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| 格式: | Student Research Poster |
| 語言: | English |
| 出版: |
2013
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| 在線閱讀: | https://hdl.handle.net/10356/95145 http://hdl.handle.net/10220/9041 |
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| 機構: | Nanyang Technological University |
| 語言: | English |