The Predictibility of Options Trading on Volatility

碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === This essay contains two parts. In the first party of this essay we set out to investigate the information content of options trading to examine the predictive power of the put and call positions and the predictive power of trade strategy of different types of tr...

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Bibliographic Details
Main Authors: Chieh-Yu Chang, 張婕妤
Other Authors: 林蒼祥
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/98345267520568669845