The Empirical Study on the Long Straddle Strategies of TAIEX Options
碩士 === 國立中興大學 === 財務金融學系所 === 105 === This study construct the long straddle strategies by buying TAIEX Options with an expiration date in one week to capture volatility in the market. There are three main findings given as follows: (1) Without considering the transaction costs, buying 2 days to exp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98755632406468767748 |