synthetic put option 中文意思是什麼
synthetic put option
解釋
組合看跌期權-
After the introduction of the principle of portfolio insurance, which is based on the stock index put option ; this thesis discusses how to create synthetic put option with the stock index futures
基於投資組合保險策略的復雜性,本文在介紹以股票指數看跌期權為基礎的投資組合保險原理的基礎上,探討了如何運用股指期貨構造合成看跌期權的方法。
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