Option price forecasting and trading strategy with preset return
碩士 === 輔仁大學 === 經濟學研究所 === 93 === This study analyses the performance of a preset return options trading strategies. The investor is assumed to hold one call option and adjust the put option position based on the option price forecast or theta forecast. Under the former strategy, the option price...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/38472229942159818451 |