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Option pricing
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Index Spot-Futures Arbitrage: Evidence from Examining S&P 500 Index and SPDR ETF
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Year
Spring 2021
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School
Emory College
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Department
Economics
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Degree
B.A.
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Submission Type
Honors Thesis
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Research Field
Economics, Finance
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Economics, Theory
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Committee
Caroline Fohlin, Emory University
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Elena Pesavento, Emory University
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Le Chen, Emory University
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Keyword
Arbitrage
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Futures
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Mispricing
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Option pricing
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S&P 500
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