Maximum open interest and short strangle strategy-Evidence form the Taiwan Index option.
碩士 === 國立高雄第一科技大學 === 金融營運所 === 94 === Abstract In investment, people always think they can use investment to earn an honorarium from the fundamental or technical analysis, but in the option market of authority and obligation which is dissymmetrical may be not, through the CALL and PUT authority, an...
Main Authors: | Guo-Liang Tsai, 蔡國樑 |
---|---|
Other Authors: | Jan-Chung Wang |
Format: | Others |
Language: | zh-TW |
Published: |
2006
|
Online Access: | http://ndltd.ncl.edu.tw/handle/26949563910261731372 |
Similar Items
-
Analysis of Short Strangles of TAIEX Option
by: Chang, Jung-Te, et al.
Published: (2018) -
Analysis of Short Strangle Strategies in TAIEX Options Market
by: Ming-Hung Chen, et al.
Published: (2006) -
Performance Analysis of Short Strangle Strategies - Empirical Study from the TAIEX Index Options
by: Chang-shin Chung, et al.
Published: (2010) -
Taiwan Stock Index Weekly Options Short Strangle Strategies-An Application Conditional Autoregressive Range(CARR)
by: HSU,PEI-LING, et al.
Published: (2016) -
Empirical Research on Short Strangle Strategies in TAIEX Option Market
by: Chuan-Lung Huang, et al.
Published: (2013)