Explain why entering pairs of put and call options at the same strike price for identical premia

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Explain why entering pairs of put and call options at the same strike price for identical premia should have raised a red flag with the back office.

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Global Derivatives Debacles From Theory To Malpractice

ISBN: 9789814366199

1st Edition

Authors: Laurent L Jacque

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Question Posted: Jun 10, 2024 02:21 AM

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Explain why entering pairs of put and call options at the same strike price for identical premia

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Global Derivatives Debacles From Theory To Malpractice

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