An Empirical Study of the Pricing of the Toronto 35 Stock Index Futures Contract

Download or Read eBook An Empirical Study of the Pricing of the Toronto 35 Stock Index Futures Contract PDF written by Joan Wai Ying Lee and published by . This book was released on 1999 with total page 156 pages. Available in PDF, EPUB and Kindle.
An Empirical Study of the Pricing of the Toronto 35 Stock Index Futures Contract
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Total Pages : 156
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ISBN-10 : OCLC:243498022
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Book Synopsis An Empirical Study of the Pricing of the Toronto 35 Stock Index Futures Contract by : Joan Wai Ying Lee

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Futures contracts on stock indices can be subject to imperfect arbitrage-based pricing when the spot quot;goodquot; is not an easily held portfolio. The Kansas