Explain how the put-call parity ties the currency options market to the forwards market.

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International Corporate Finance Value Creation With Currency Derivatives In Global Capital Markets

ISBN: 9781119550464

2nd Edition

Authors: Laurent L. Jacque

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Question Posted: Mar 09, 2024 01:02 AM

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The condition known as "put-call parity" restricts the relationships between the value of an asset, put and call options written on that asset, and the value of a riskless (zero-coupon) bond with a...
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Explain how the put-call parity ties the currency options market to the forwards market.

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Putcall parity is a fundamental principle in options pricing that establishes a relationship between ...View the full answer

International Corporate Finance Value Creation With Currency Derivatives In Global Capital Markets

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