The study tries to apply the theoretical value of options and empirical operation of the Options of Taiwan Security Exchange Index via the application of transaction strategy to evaluate the opportunity of profit. In addition, considering the association of maximum of profit and risk, the study tries to find better transaction strategies and profitable models in order to provide investors possible suggestions. Because of the expiration dates of options, time value, implied volatility and the strike prices of unsettled contracts reflect the investors¡¦ expectation of the market. Though the direction of the index unavoidably is influenced by the factors such as the politics and the economy, it is the critical point how to catch the direction and trends of the market and obtain the opportunity to make profit.
| Identifer | oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0606105-174007 |
| Date | 06 June 2005 |
| Creators | You, Jau-ming |
| Contributors | Chinshun Wu, Chau-jung Kuo, Feng-yu Ni |
| Publisher | NSYSU |
| Source Sets | NSYSU Electronic Thesis and Dissertation Archive |
| Language | Cholon |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0606105-174007 |
| Rights | not_available, Copyright information available at source archive |
Page generated in 0.002 seconds