A simulation-based analysis of passive and active bond portfolio management using protective put strategies

Gomes, Pedro Santa-ClaraBettencourt, Carlos Frederico Azevedo Cardoso Pereira2022-10-262022-10-261996-071996http://hdl.handle.net/10362/145052This paper provides some insights into management of a bond portfolio using protective put strategies. simulations for a three year period, are done of the daily paths of the factors in the cox, ingersoll and ross (CIR) model of the term structure of interest rates....engA simulation-based analysis of passive and active bond portfolio management using protective put strategiesmaster thesis