The Selling Strategy and Risk Management of TAIEX Options

碩士 === 開南大學 === 財務金融學系 === 99 === TAIEX options were traded in Taiwan futures exchange since December 24, 2001. The major trading strategy employed by the institutional investor is the sell strategy, especially the sell straddle and sell strangle strategies. Moreover, the literatures also show that...

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Bibliographic Details
Main Authors: Hsin Liang Ho, 何信良
Other Authors: Po-Cheng Wu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/22510708030282352795