An Empirical Study of Time Value for Nearby Month TXO
碩士 === 長庚大學 === 商管專業學院碩士學位學程在職專班財務金融組 === 102 === The aim of the thesis is to investigate the phenomenon of time value decay and the affected factors of time value for nearby month TXO, moreover to analyze the proper options trading strategy once big deviation occurred between TXO premium and th...
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| Format: | Others |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50074389963510053441 |