The Seller-Side Stragegy in Taiwan Stock Index Option--the Evidence of Short Straddle Portfolio Performance
碩士 === 輔仁大學 === 金融研究所 === 97 === The study is to investigate the empirical operations between the straddle trading portfolio of selling TXO upper and lower one-pan to six-pan built by the TXO deal data and the straddle option portfolio of dynamic selling TXO upper and lower two pan .The period of se...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50559397736592496057 |