Taiwan Stock Index Options Trading Strategy with Preset Return
碩士 === 輔仁大學 === 金融研究所 === 93 === This paper applies the concept of theta ratio of hedging to the construction of investment strategy and changes the goal of hedging into the pursuit of returns. This study designs an options trading strategy of preset return and to examine whether one can use this i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02821440157391525409 |