A Design of Options Price Spread Trading System

碩士 === 國立臺灣科技大學 === 資訊工程系 === 96 === The thesis helps investors to trade options by using the price spread strategy. Because the price spread has the following advantages: the spread strategy has a lower cost, lower risk and the premium’s price’s standard deviation is not as large as a naked positio...

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Bibliographic Details
Main Authors: YUE-LIN LI, 李岳霖
Other Authors: Yen-Tseng Hsu
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/49414160499391672097