How option replicating portfolio insurance works
Subtitle: expanded details
By: by Thomas J. O'Brien.
Contributors: Salomon Brothers Center for the Study of Financial Institutions.
Series: Monograph series in finance and economics -- monograph 1988-4
Publisher: Salomon Brothers Center for the Study of Financial Institutions, Leonard N. Stern School of Business, New York University
Published: 1989
Place of publication: New York
Language: eng
Number of pages: 37
Subjects: Hedging (Finance); Insurence, Investment guaranty.; Options (Finance)
Notes: Includes bibliographical references.