Research of Taiwan Stock Index Option Volatility and Short Option Strategies
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === This research is intended as investigation of TX and TXO, comes within 2005 1/20 through 2008 1/6. Using CBOE volatility index as model falls into new and old TXO volatility index categories. Simulation on few kinds of option premium received trading strategi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25440907006625729501 |