A study of straddle and strangle strategies: evidence from TAIEX options

碩士 === 國立政治大學 === 金融研究所 === 99 === Straddles and strangles are common trading strategies introduced in a lot of textbooks and are widely used for option market participants. However, to our knowledge, we might not know how these trades should be designed, which trades are preferable, and how they ar...

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Bibliographic Details
Main Authors: Wang, Chi Kai, 王祈凱
Other Authors: Chen, Wei Kuang
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/68366742463310313246