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題名:選擇權交易站在買方或賣方?理論分析與釋義
書刊名:期貨與選擇權學刊
作者:許溪南
作者(外文):Hsu, Hsinan
出版日期:2015
卷期:8:3
頁次:頁97-148
主題關鍵詞:選擇權賣方選擇權買方交易優勢贏家保險商品Option sellersOption buyersTrading edgeWinnersInsurance products
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:9
  • 點閱點閱:57
期刊論文
1.Aparicio, F. M.、Estrada, J.(2001)。Empirical Distributions of Stock Returns: European Securities Markets: 1990-95。European Journal of Finance,7(1),1-21。  new window
2.Bondarenko, Oleg(2014)。Why are Put Options so Expensive?。Quarterly Journal of Finance,4(3),(1450015)1-(1450015)50。  new window
3.Cao, C.、Huang, J. Z.(2007)。Determinants of S&P 500 Index Option Returns。Review of Derivatives Research,10,1-38。  new window
4.Summa, John F.(2003)。Option Sellers vs. Buyers: Who Wins?。Futures,2003(Mar.),52-55。  new window
5.Affleck-Graves, J.、McDonald, J. B.(1989)。Nonnormalities and Tests of Asset Pricing Theories。Journal of Finance,44(4),889-908。  new window
6.Bollen, N.、Whaley, R.(2004)。Does net Buying Pressure Affect the Shape of Implied Volatility Functions?。Journal of Finance,59(2),711-753。  new window
7.Bookstaber, R. M.、McDonald, J. B.(1987)。A General Distribution for Describing Security Price Returns。Journal of Business,60(3),401-424。  new window
8.Broadie, Mark、Chernov, Mikhail、Johannes, Michael(2009)。Understanding Index Option Returns。Review of Financial Studies,22(11),4493-4529。  new window
9.Coval, J. D.、Shumway, T.(2001)。Expected Option Returns。Journal of Finance,56(3),983-1009。  new window
10.Han, Bing(2008)。Investor Sentiment and Option Prices。Review of Financial Studies,21(1),387-414。  new window
11.Jones, C. S.(2006)。A Nonlinear Factor Analysis of S&P 500 Index Option Returns。Journal of Finance,61(5),2325-2363。  new window
12.Rosenberg, J. V.、Engle, R. F.(2002)。Empirical Pricing Kernels。Journal of Financial Economics,64(3),341-372。  new window
13.Gârleanu, N.、Pedersen, L. H.、Poteshman, A. M.(2009)。Demand-Based Option Pricing。Review of Financial Studies,22(10),4259-4299。  new window
14.Jackwerth, J.(2000)。Recovering Risk Aversion from Option Prices and Realized Returns。Review of Financial Studies,13(2),433-451。  new window
15.Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business,38(1),34-105。  new window
16.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
17.許溪南(20130500)。On the Option Expected Return and Risk Characteristics。期貨與選擇權學刊,6(1),59-90。new window  延伸查詢new window
18.Richardson, M.、Smith, T.(1993)。A Test for Multivariate Normality in Stock Returns。Journal of Business,66(2),295-321。  new window
19.Heston, Steven L.(1993)。A Closed-form Solution for Options With Stochastic Volatility With Applications to Bond and Currency Options。Review of Financial Studies,6(2),327-343。  new window
圖書
1.Fama, Eugene F.(1976)。Foundations of Finance: Portfolio Decisions and Securities Prices。Basic Books。  new window
其他
1.Belanger, J.(2012)。Buying Options Vs. Selling Options--Which Is Better?,http://ezinearticles.com/7Buying-Options-Vs.-Selling-Options-Which-Is-Better?&id=7382547。  new window
2.Miller, R. W.(2011)。Tips on writing naked puts in a volatile market,http://www.triplescreenmethod.com/Special_Report/10053 l_SpecialReport_WritingNakedPutsVollatileMarket.asp。  new window
3.Smith, C.(2011)。Option Buyers and Option Sellers--Who Wins?,http://www.theoptionclub.com/2011/03/option-buyersand-option-sellers-who-wins/comment-page-1/。  new window
 
 
 
 
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