A study of option trading strategies
This paper examines several option trading strategies, namely, strap, strangle and straddle, compares the profitability of short and long strategies and examines the factors that influenced the results. Results revealed that the short strategies generated a far superior return compared to the long...
Main Authors: | , , |
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Other Authors: | |
Format: | Final Year Project (FYP) |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/9809 |