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.
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Main Authors: | Heng, Tze Chow., Koh, Siok Min., Tan, Yongshun. |
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Other Authors: | Srinivasan, Bobby Sundaravaradhan |
Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/8961 |
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Institution: | Nanyang Technological University |
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