Digital Cog

Scandalously profitable option selling on the Nikkei 225

I am doing some research on stock options at the moment as part of my Masters thesis. Specifically, on the performance of options on the Nikkei 225 index. Rather than being options to buy or sell a particular share, these options are to buy or sell the “basket” of 225 shares represented by the Nikkei [...]

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Tue, July 6 2010 » Economics, Japan » 2 Comments