CFA Online Video Tutorial: Option Contracts:Put Call Parity
42.6 هزار بار بازدید -
11 سال پیش
-
We offer the most comprehensive
We offer the most comprehensive and easy to understand video lectures for CFA and FRM Programs. To know more about our video lecture series, visit us at www.fintreeindia.com
This Video lecture was recorded by Mr. Utkarsh Jain, during his live CFA Level I Classes in Pune (India). This video lecture covers following key area's:
1. put-call parity for European options
2. how put-call parity is related to arbitrage and the construction of synthetic options.
A fiduciary call (a call option and a risk-free zero-coupon bond that pays the strike price X at expiration) and a protective put (a share of stock and a put at X) have the same payoffs at expiration, so arbitrage will force these positions to have equal prices: c + X / (1 + RFR)T = S + p.
This establishes put-call parity for European options.
This Video lecture was recorded by Mr. Utkarsh Jain, during his live CFA Level I Classes in Pune (India). This video lecture covers following key area's:
1. put-call parity for European options
2. how put-call parity is related to arbitrage and the construction of synthetic options.
A fiduciary call (a call option and a risk-free zero-coupon bond that pays the strike price X at expiration) and a protective put (a share of stock and a put at X) have the same payoffs at expiration, so arbitrage will force these positions to have equal prices: c + X / (1 + RFR)T = S + p.
This establishes put-call parity for European options.
11 سال پیش
در تاریخ 1392/11/08 منتشر شده
است.
42,618
بـار بازدید شده