Index-Arbitrage zwischen Aktien-Kassa- und Terminmarkt
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Index-Arbitrage zwischen Aktien-Kassa- und Terminmarkt

Index-Arbitrage zwischen Aktien-Kassa- und Terminmarkt


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About the Book

Inhaltsangabe: Inhaltsverzeichnis: Inhaltsverzeichnis: Inhaltsverzeichnisi Abbildungsverzeichnisiii Tabellenverzeichnisiv Formelverzeichnisv Verzeichnis des Anhangsvi Abkürzungsverzeichnisvii 1.Einleitung1 1.1Geschichte der Terminmärkte/Problemstellung1 1.2Abgrenzung des Themas2 1.3Gang der Untersuchung2 2.Theoretische und begriffliche Grundlagen zum Aktien-Kassa- und Terminmarkt3 2.1Der Deutsche Aktienindex (DAX)3 2.1.1Entstehung des Deutschen Aktienindex DAX3 2.1.2Funktionen von Aktienindizes3 2.1.3Gliederung von Aktienindizes4 2.1.4Die Konzeption des Deutschen Aktienindex DAX4 2.1.5Die Berechnung des DAX6 2.1.6Austausch von Indexgesellschaften7 2.2Der Aktien-Terminmarkt8 2.2.1Entstehung des Terminmarktes in Deutschland8 2.2.2.1Die Konzeption der Deutschen Terminbörse (DTB)8 2.2.2.2Die Auftragsarten an der DTB9 2.2.2.3Die Marktteilnehmer der DTB10 2.2.3Die Produkte der DTB allgemein11 2.2.4Der DAX-Future12 2.2.5Die Option auf den Deutschen Aktienindex DAX13 2.2.6Die Option auf den DAX-Future15 2.2.7Das Marginsystem der DTB (Risk Based Margining)15 2.2.7.1Die Marginberechnung bei Optionen16 2.2.7.2Die Marginberechnung bei Futures17 2.2.7.3Die Marginberechnung bei DAX-Future-Optionen17 2.3Die Handelsmotive am Terminmarkt18 2.3.1Hedging 18 2.3.2Spekulation (Trading)22 2.3.3Arbitrage23 2.4Die Wertpapierleihe24 3.Arbitrage zwischen Kassa- und Terminmarkt27 3.1Die Preisbildung des DAX-Futures27 3.1.1Die Ermittlung des fairen Future-Preises für Körperschaftsteuer Anrechnungsberechtigte29 3.1.2Die Ermittlung des fairen Future-Preises für nicht Körperschaftsteuer Anrechnungsberechtigte30 3.2Die Ermittlung fairer Optionspreise31 3.3Erläuterung der Arbitrage im Allgemeinen33 3.4Der Nutzen der Arbitrage34 3.4.1Nutzen für den Arbitrageur34 3.4.2Nutzen für den Gesamtmarkt34 3.5Die Arbitrage-Arten zwischen Kassa- und Terminmarkt35 3.5.1Cash and Carry-Arbitrage35 3.5.2Reverse Cash and Carry-Arbitrage unter Einsatz der Wertpapierleihe


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Product Details
  • ISBN-13: 9783838638133
  • Publisher: Diplom.de
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 6 mm
  • Weight: 181 gr
  • ISBN-10: 3838638131
  • Publisher Date: 02 May 2001
  • Height: 210 mm
  • No of Pages: 92
  • Series Title: German
  • Sub Title: Insbesondere mit DAX-Futures an der Deutschen Terminbörse (DTB)
  • Width: 148 mm


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