25. Option delta (S22-1) Use the put-call parity formula (see Section 21-2) and the one-period binomial model
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25. Option delta (S22-1) Use the put-call parity formula (see Section 21-2) and the one-period binomial model to show that the option delta for a put option is equal to the option delta for a call option minus 1.
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Related Book For 
Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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