PRODUCT INFORMATIONThere are four applications in this section for implementing portfolio insurance. The descriptions in this section are brief. Click on the respective application link button to get to the application site, then click on the valuation procedure link for more details.
Portfolio insurance using synthetic options. This application implements portfolio insurance by creating a protective synthetic put option. This is achieved by matching the delta of the option through switching part of the portfolio into riskless assets.
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Portfolio insurance using synthetic options created from index futures. This application implements portfolio insurance by creating a protective synthetic put option. This is achieved by matching the delta of the option through adjusting positions in index futures.
Portfolio insurance using protective index put options. This application implements portfolio insurance using a hedge-and-forget strategy of purchasing protective index put options.
Portfolio insurance using index futures. This application implements portfolio insurance using a hedge-and-forget strategy of taking short positions in index futures.
