a. What is meant by a synthetic put option? b. What is meant by dynamic hedging?
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a. What is meant by a synthetic put option?
b. What is meant by dynamic hedging?
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a Synthetic Put Option A synthetic put option is a strategy used to replicate the payoff of a long put option by combining two other positions Short s...View the full answer
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Related Book For
Foundations Of Financial Markets And Institutions
ISBN: 9780136135319
4th Edition
Authors: Frank J Fabozzi, Franco G Modigliani, Frank J Jones
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