Перейти к содержимому

Put Call Forward Parity for European Options (FRM Part 1, CFA Level 1)

finRGB

0:00 / 0:00

Put Call Forward Parity for European Options (FRM Part 1, CFA Level 1)

6 038 просмотров · 4 года назад
finRGB
18,3 тыс. подписчиков
6 038 просмотров · 4 года назад
In this video from FRM Part 1 & CFA Level 1 curriculum, we explore an alternative version of the Put Call parity which is called the Put Call Forward parity - a no-arbitrage relationship between European option prices (of same strike and maturity), forward / futures price and present value of strike. We recap the simple Put Call parity for the case of an underlying asset that doesn't pay any income and then transition our way to the Put Call Forward parity. For more videos on FRM Part 1 preparations, please head over to the course page (https://www.finRGB.com/courses/frm-pa....