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Introduction:

Equity derivatives arbitrage strategies have become increasingly popular in financial markets due to their potential for generating high returns with relatively low risk. This thesis aims to explore various equity derivatives arbitrage strategies, their implementation, and their effectiveness in capturing market inefficiencies.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of terms

Chapter 2: Literature Review
2.1 Historical overview of equity derivatives
2.2 Types of equity derivatives
2.3 Pricing models for equity derivatives
2.4 Arbitrage opportunities in equity derivatives
2.5 Empirical studies on equity derivatives arbitrage
2.6 Risk management in equity derivatives trading
2.7 Regulatory framework for equity derivatives
2.8 Relationship between equity derivatives trading and market efficiency
2.9 Impact of macroeconomic factors on equity derivatives trading
2.10 Future trends in equity derivatives trading

Chapter 3: Research Methodology
3.1 Research design
3.2 Data collection methods
3.3 Sampling techniques
3.4 Data analysis techniques
3.5 Case study approach
3.6 Interview methodology
3.7 Survey methodology
3.8 Ethical considerations in research

Chapter 4: Discussion of Findings
4.1 Overview of equity derivatives arbitrage strategies
4.2 Implementation of equity derivatives arbitrage strategies
4.3 Effectiveness of equity derivatives arbitrage strategies
4.4 Comparison of different equity derivatives arbitrage strategies
4.5 Case studies of successful equity derivatives arbitrage trades
4.6 Risk management in equity derivatives arbitrage trading
4.7 Factors influencing the success of equity derivatives arbitrage strategies
4.8 Challenges in implementing equity derivatives arbitrage strategies

Chapter 5: Conclusion and Summary
5.1 Summary of key findings
5.2 Implications for practitioners
5.3 Recommendations for future research
5.4 Conclusion

Thesis Overview:

Equity derivatives arbitrage strategies involve exploiting pricing discrepancies between related financial instruments to generate profits. This thesis provides a comprehensive analysis of various equity derivatives arbitrage strategies, including their implementation, risk management techniques, and effectiveness in capturing market inefficiencies.

The literature review examines the historical development of equity derivatives, pricing models, arbitrage opportunities, and empirical studies on equity derivatives arbitrage. The research methodology outlines the research design, data collection methods, sampling techniques, and data analysis techniques used in the study. The discussion of findings presents an in-depth analysis of equity derivatives arbitrage strategies, including case studies and risk management considerations.

Overall, this thesis contributes to the existing body of knowledge on equity derivatives arbitrage strategies and provides valuable insights for practitioners in the financial industry. The conclusion summarizes key findings, discusses implications for practitioners, and provides recommendations for future research in this area.

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