Synthetic Options, Portfolio Insurance, and Contingent Immunization

DOI10.1142/9789811202391_0089zbMATH Open1454.91295OpenAlexW3081515360MaRDI QIDQ5139519

Cheng-Few Lee

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0089

zbMATH Keywords

dynamic hedgingstock index futuresput optionssynthetic optionstop-loss orderstail wag the dog

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Related Items (1)

Hedging global environment risks: an option based portfolio insurance

This page was built for publication: Synthetic Options, Portfolio Insurance, and Contingent Immunization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139519)