A comparison of Delta-neutral and minimax strategy-Evidences on Taiwan warrants
碩士 === 銘傳大學 === 財務金融學系 === 86 === The purpose of this study is to compare the hedging performance of delta - neutral hedging strategy and minimax hedging strategy of Taiwan warrants market.The sample of the study was drawn from the derivative warrants issued on Taiwanese stocks, including 11 warrant...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1998
|
Online Access: | http://ndltd.ncl.edu.tw/handle/19532765407313006471 |