Performance Analysis of Short Strangle Strategies - Empirical Study from the TAIEX Index Options

碩士 === 國立中正大學 === 財務金融所 === 98 === The Taiwan Futures Exchange''s TAIEX Index Options is the financial instrument with the highest transaction volumes in the domestic options trading market. Most Taiwanese option market retail traders step back from the sell side of options due to...

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Bibliographic Details
Main Authors: Chang-shin Chung, 張世昌
Other Authors: Jing-yi Lai
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/91077051342535687766