English  |  正體中文  |  简体中文  |  Items with full text/Total items : 57047/90734 (63%)
Visitors : 12473453      Online Users : 57
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/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

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML172View/Open
    index.html0KbHTML2View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback