The Long & Short Volatility Option Trading Analysis：With Application to Hong Kong Derivatives Warrants Markets
碩士 === 國立政治大學 === 金融學系 === 87 === First, Our research tries to get into the theoretical base of the options：the important pricing theories and the most advanced hedging ones of the derivatives instruments. Further than that, by analyzing the changes of the portfolio value composed of long volatility...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82958151143004963186 |