Question
Assume that a stock has a reasonably liquid options market associated with its shares. What are each of the terms in the equation for put-call
Assume that a stock has a reasonably liquid options market associated with its shares. What are each of the terms in the equation for put-call parity. Share the formula, but then explain why put-call parity needs to hold.
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Financial Economics
Authors: Frank J. Fabozzi, Edwin H. Neave, Guofu Zhou
1st Edition
0470596201, 9780470596203
