PCP

Description

Put-Call Parity
spgiusti
Flashcards by spgiusti, updated more than 1 year ago
spgiusti
Created by spgiusti over 9 years ago
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Resource summary

Question Answer
PCP for Stock (No dividends)
PCP for Stock with Discrete Dividends
PCP for Stock with Continuous Dividends
Prepaid forward on Stock S(0)
Prepaid Forward on Stock with Discrete Dividends S(0) - PV (Divs)
Prepaid Forward on a Stock with Continuous Dividends
Forward Price of Stock with no Dividends
Forward Price of a Stock with Discrete Dividends
Forward Price of a Stock with Continuous Dividends
PCP for exchange option
PCP for Currency Exchange
C (A,B), exchange option C (A,B) = P (B,A)
PCP for Bonds
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