Arbitrage Opportunities in the Klibor Futures Market in Malaysia

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Arbitrage Opportunities in the Klibor Futures Market in Malaysia

A futures contract is an agreement to buy or sell an asset at a future date at a price agreed upon today. The Kuala Lumpur Interbank Offered Rate (“KLIBOR”) futures or known as FKB3 is the interest rate futures contract available in Malaysia. This study examines the availability of arbitrage oppo...

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Bibliographic Details
Main Author:	Shahbudin, Shakirah
Format:	Thesis
Language:	English English
Published:	2006
Subjects:	KLIBOR Arbitrage - Malaysia
Online Access:	http://psasir.upm.edu.my/id/eprint/112/ http://psasir.upm.edu.my/id/eprint/112/1/GSM_2006_3A.pdf

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