The Combination of Synthetic Put Option and Technical Indexes
碩士 === 輔仁大學 === 金融研究所 === 98 === The purpose of this thesis is to develop the new technical Indexes to enhance the investment performance of Synthetic Put Options (SPO) strategy. The method of SPO used the Delta value of Black & Scholes option formula to distribute to the risk and riskless asset...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/84358763827269122774 |