Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8223
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dc.contributor.authorTan, Yew Yuan.en_US
dc.contributor.authorTay, Boon Kiang.en_US
dc.date.accessioned2008-09-24T07:18:46Z-
dc.date.available2008-09-24T07:18:46Z-
dc.date.copyright2001en_US
dc.date.issued2001-
dc.identifier.urihttp://hdl.handle.net/10356/8223-
dc.description.abstractVarious studies were conducted to the index arbitraging. Our study on Nikkei 225 arbitraging based on put-call parity has no precedent. We concluded that arbitrage opprtunity in Nikkei 225 index derivatives market in SGX-DT is limited after taken into consideration of the practical trading constraint.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Stock exchanges-
dc.titleAmerican put-call parity arbitrage : Nikkei 225 index futures and options (intraday bid-ask quotation from Jan-Oct 2000).en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorKang, Joseph Choong Seoken_US
dc.contributor.schoolNanyang Business Schoolen_US
item.fulltextWith Fulltext-
item.grantfulltextrestricted-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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