Theoretical study and empirical analysis on creating the optimal combination strategy for writting options by using expected returns rule – Evidences from TXOs
碩士 === 實踐大學 === 財務金融學系碩士班 === 105 === This study creates the theoretical foundation of options’ combination strategy, which is frequently practiced by the traders of options, through using the concept of mathematical expectation. More specifically, this study uses the concept of "function o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8p5ah7 |