The trading strategies and commoditization of the TAIEX index options
碩士 === 國立交通大學 === 管理學院碩士在職專班財務金融組 === 99 === This research is focus on option strategies of TAIEX.and applies Put / Call ratio, Two Institutional Investors and VIX data from July 2, 2007 to June 30th, 2009 to July 1, 2010. The paper will simulate the return of plain villain option and vertical sprea...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55633488704886398005 |