最近碰到这个东西,好象是特别实务性的一块内容,是否有人比较了解这块的相应文献和操作?Dispersion Trading - Arbitraging Equity Index Options with Equity Stock Options
Thomas Gillespie
Salomon Smith Barney Australia Securities Pty. Limited
Relative implied volatility arbitrage with index options
M Ammann, S Herriger - 2001 - CFA Institute
另外有没有人能帮我下到这两篇文章,请在下面回帖每篇我用500人大币购买
[此贴子已经被作者于2007-12-4 17:03:53编辑过]