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Please use this identifier to cite or link to this item: http://ir.ncue.edu.tw/ir/handle/987654321/13339

Title: Teaching Options with Examples: Primary Trading Strategy Demonstration through Price Simulation
Authors: Lin, Che-peng;Chen, Shr-jya
Contributors: 企業管理學系
Keywords: Taiwan;Warrants;Options;The black-scholes model;Financial education;臺灣;認購權證;選擇權;Black-scholes評價模型;財金教育
Date: 1999-07
Issue Date: 2012-08-13T02:07:50Z
Publisher: 東海大學
Abstract: In this paper, we first review literatures which examine how the formation of an options market impacts on the US stock market in the 70’s, and then discuss potential advantages for Taiwan to develop its domestic options market. For demonstration purpose, option prices of a Taiwanese stock are simulated with the Black-Scholes model. Various examples of trading strategies are introduced step by step. It is hoped that the presentation in this paper will help investors and business school students to be acquainted with the fundamentals of options.
Relation: Tunghai Management Review (東海管理評論), 1(1): 55-73
Appears in Collections:[企業管理學系] 期刊論文

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