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Introduction

Options-futures arbitrage strategies have become a popular topic of research in the field of finance and economics due to their potential for generating profits through exploiting mispricing in the market. These strategies involve the simultaneous buying and selling of options and futures contracts to take advantage of price differentials and generate risk-free profits.

This thesis aims to explore the various options-futures arbitrage strategies used by traders and investors, their effectiveness in different market conditions, and the factors influencing their success. By gaining a better understanding of these strategies, this research seeks to contribute to the existing literature on financial markets and provide insights for practitioners and academics alike.

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 Two: Literature Review
2.1 Overview of Arbitrage Strategies in Financial Markets
2.2 Theoretical Framework of Options-Futures Arbitrage
2.3 Empirical Studies on Options-Futures Arbitrage
2.4 Risk Management in Options-Futures Arbitrage
2.5 Market Efficiency and Arbitrage Opportunities
2.6 Impact of Market Volatility on Arbitrage Strategies
2.7 Regulatory Issues in Options-Futures Arbitrage
2.8 Technology and High-Frequency Trading in Arbitrage
2.9 Behavioral Factors in Options-Futures Arbitrage
2.10 Summary of Literature Review

Chapter Three: Research Methodology
3.1 Research Design
3.2 Data Collection Methods
3.3 Sampling Techniques
3.4 Variable Selection
3.5 Data Analysis
3.6 Hypothesis Testing
3.7 Ethical Considerations
3.8 Limitations of Methodology

Chapter Four: Discussion of Findings
4.1 Overview of Data Analysis
4.2 Effectiveness of Options-Futures Arbitrage Strategies
4.3 Factors Influencing Success of Arbitrage
4.4 Comparison of Different Strategies
4.5 Case Studies on Arbitrage Opportunities
4.6 Implications for Practitioners
4.7 Recommendations for Future Research

Chapter Five: Conclusion and Summary
5.1 Summary of Findings
5.2 Conclusions
5.3 Contributions to Literature
5.4 Practical Implications
5.5 Recommendations for Practitioners
5.6 Suggestions for Future Research

Thesis Overview on Options-Futures Arbitrage Strategies

The thesis on Options-futures arbitrage strategies aims to provide a comprehensive analysis of the various strategies used in financial markets to exploit pricing discrepancies between options and futures contracts. The study will examine the theoretical framework of arbitrage, empirical evidence on the effectiveness of different strategies, and the impact of market factors on arbitrage opportunities. By conducting a detailed literature review, exploring the research methodology, discussing the findings, and concluding with implications for practitioners and future research, this thesis seeks to contribute valuable insights to the field of finance and economics.

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