The profitability of a short strangle strategy.

This study seeks to find out the profitability of a short strangle strategy and factors that may affect the returns and risks of the strategy.

Bibliographic Details
Main Authors: Heng, Tze Chow., Koh, Siok Min., Tan, Yongshun.
Other Authors: Srinivasan, Bobby Sundaravaradhan
Format: Final Year Project (FYP)
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8961