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Essay text:
Nanyang Technological University Library
Academic Year 2004/2005
ACKNOWLEDGEMENTS
First and foremost, we would like to express our heartfelt gratitude to our Applied Research Project Supervisor,
Assoc. Prof Bobby Sundaravaradhan Srinivasan
for his valuable guidance, patience, advice and continued support in supervising our project.
i
ATTENTION: The Singapore Copyright Act applies to the use of this document. Nanyang Technological University Library
ABSTRACT
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...
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