Does put-call parity hold when there is default risk? Explain your answer.

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:23 PM

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Does put-call parity hold when there is default risk? Explain your answer.

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No putcall parity does not hold when there is default risk Suppose and are the nodefaul...View the full answer

Options Futures and Other Derivatives

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