台指選擇權價內之高勝率價差策略 交易模型之實證研究
碩士 === 國立中正大學 === 財務金融學系碩士在職專班 === 104 === The Thesis mainly discussedthe trading strategies of price spread and long condor spread on Taiwan Index option market.The short position had the risk of margin call during option duration. But the spread strategies was like that the short position added th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32756646246545288909 |