指數期貨契約之設計--以臺灣50指數為個案

機構典藏 > College of Business and Management > Graduate Institute & Department of Banking and Finance > Journal Article > Item 987654321/67284

Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/67284

Title:	指數期貨契約之設計--以臺灣50指數為個案
Other Titles:	The Design of an Index Futures Contract: A Case Study on the Taiwan 50 Futures
Authors:	林蒼祥;謝文良;段昌文;李宗培
Contributors:	淡江大學財務金融學系
Keywords:	臺灣50指數;互補;合約設計;固定採樣股價指數;創造與贖回;指數股票式基金;價差交易保證金;替代 ETF;TTT;Complementarity;Contract design;Creation;Exchange-traded fund;Redemptions;Spread trade;Substitution;Taiwan top 50 tracker fund;TSEC Taiwan 50
Date:	2004-02
Issue Date:	2013-06-07 10:31:05 (UTC+8)
Publisher:	臺北市：淡江大學技術學院
Relation:	亞太社會科技學報 3(2), p.1-17
Appears in Collections:	[Graduate Institute & Department of Banking and Finance] Journal Article [Graduate Institute & Department of Banking and Finance] Journal Article

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