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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/66975882898752794241 |