Arbitrage in Stock Index Futures One and Two Dimensional Problems
Master's
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/16845 |
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sg-nus-scholar.10635-168452017-10-21T06:12:37Z Arbitrage in Stock Index Futures One and Two Dimensional Problems WANG SHENGYUAN MATHEMATICS DAI MIN stock index futures, arbitrage profit, order imbalance, optimal trading strategy Master's MASTER OF SCIENCE 2010-04-15T18:41:24Z 2010-04-15T18:41:24Z 2009-08-03 Thesis WANG SHENGYUAN (2009-08-03). Arbitrage in Stock Index Futures One and Two Dimensional Problems. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16845 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
stock index futures, arbitrage profit, order imbalance, optimal trading strategy |
| spellingShingle |
stock index futures, arbitrage profit, order imbalance, optimal trading strategy WANG SHENGYUAN Arbitrage in Stock Index Futures One and Two Dimensional Problems |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS WANG SHENGYUAN |
| format |
Theses and Dissertations |
| author |
WANG SHENGYUAN |
| author_sort |
WANG SHENGYUAN |
| title |
Arbitrage in Stock Index Futures One and Two Dimensional Problems |
| title_short |
Arbitrage in Stock Index Futures One and Two Dimensional Problems |
| title_full |
Arbitrage in Stock Index Futures One and Two Dimensional Problems |
| title_fullStr |
Arbitrage in Stock Index Futures One and Two Dimensional Problems |
| title_full_unstemmed |
Arbitrage in Stock Index Futures One and Two Dimensional Problems |
| title_sort |
arbitrage in stock index futures one and two dimensional problems |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/16845 |
| _version_ |
1681079426857566208 |