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Option-Based Porfolio Insurance. Analysis of Protective Put and Synthetic Put Investment Strategies

Name: Option-Based Porfolio Insurance. Analysis of Protective Put and Synthetic Put Investment Strategies
Price: 18.95 EUR
Availability: InStock
Author: Felix Lütjen
ISBN: 978-3-668-49017-8

Bachelor Thesis, 2016

29 Pages, Grade: 1.7

Felix Lütjen (Author)

Excerpt

I List of Figures

II List of Tables

III List of Abbreviations

1 Introduction

2 Overview of Portfolio Insurance
2.1 Origins
2.2 Using Portfolio Insurance to Manage Exposure to Market Risk

3 3 Theoretical Framework for Protective and Synthetic Put
3.1 Option Pricing
3.2 Protective Put
3.3 Synthetic Put

4 Evaluation of Option-Based Portfolio Insurance
4.1 Refinements and Considerations
4.2 Advantages and Disadvantages of Protective Put and Synthetic Put

5 Conclusion

IV Bibliography

Excerpt out of 29 pages

Details

Title: Option-Based Porfolio Insurance. Analysis of Protective Put and Synthetic Put Investment Strategies
College: University of Frankfurt (Main)
Grade: 1.7
Author: Felix Lütjen (Author)
Year: 2016
Pages: 29
Catalog Number: V370976
ISBN (eBook): 9783668490161
ISBN (Book): 9783668490178
File size: 958 KB
Language: English
Keywords: Derivatives, Derivate, Financial Engineering, Black Scholes Merton, Black Scholes

Quote paper: Felix Lütjen (Author), 2016, Option-Based Porfolio Insurance. Analysis of Protective Put and Synthetic Put Investment Strategies, Munich, GRIN Verlag, https://www.grin.com/document/370976

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