Modifying the Strategy with Synthetic Stock Positions

Michael C. Thomsett

Chapter Chapter 11 in Options for Risk-Free Portfolios, 2013, pp 265-272 from Palgrave Macmillan

Abstract: Abstract The distinction between a collar and a synthetic stock position is subtle. A collar usually involves two strikes, a short call, and a long put, both out of the money (OTM). A synthetic stock position is based on the same strike for both.

Keywords: Transaction Cost; Stock Price; Market Risk; Downside Risk; Initial Margin (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-137-32226-5_12

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DOI: 10.1057/9781137322265_12

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