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bn:01345023n
Noun Concept
Categories: Finance theories, Options (finance), Mathematical finance, Arbitrage
EN
put–call parity  Call-put parity  Call put parity  Call–put parity  Equivalence of calls and puts
EN
In financial mathematics, the put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of a long call option and a short put option is equivalent to a single forward contract at this strike price and expiry. Wikipedia
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Sources
EN
In financial mathematics, the put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of a long call option and a short put option is equivalent to a single forward contract at this strike price and expiry. Wikipedia
In financial mathematics, defines a relationship between the price of a European call option and a European put option Wikidata
IS A
duality
FACET OF
call option
put option
European option
Wikipedia
EN
put–call parity
Wikidata
EN
put–call parity
Wikipedia Redirections
EN
Call-put parity, Call put parity, Call–put parity, Equivalence of calls and puts, put-call parity, Put-call parity theorem, Put-call theorem, put call parity
Wikidata Alias
EN
put-call parity

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