A study on profitability of option trading strategies-with TXO

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 97 === This research goal lies in the basis Chaput & Ederington(2003) 「Option Spread and Combination Trading」Mentioned most often four kind of transaction strategies which carries out: The straddle type combination, the ratio spreads, the vertical spreads and the...

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Bibliographic Details
Main Authors: Ming-te Chen, 陳明德
Other Authors: Chin-sheng Huang
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/66975882898752794241