The profitability of a short strangle strategy.

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

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.