The Relationship between Taiwan VIX and Option Trading Strategy
碩士 === 國立中正大學 === 財務金融所 === 97 === This paper investigates the relationship between Taiwan VIX and TAIFEX index options’trading strategies. I applied six option trading strategies, including Straddle purchase, Straddle write, Strip, Inverse strip, Strap and Inverse strap. After the regression analys...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76099778257251175338 |