The Empirical Analysis of Short Strangle Strategies in TXO – The Comparison of Fixed and Dynamic Spreads
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 102 === Based on the historical data of option and futures prices of Taiwan Futures Exchange for the period between 2005 and 2013, this paper aimed to study the short(sell) strangle trading strategy of option policy and its performance result in Taiwan market. For d...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/h686sk |