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: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19532765407313006471 |