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- Put–call_parity abstract "In financial mathematics, put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of a long call option and a short put option is equivalent to (and hence has the same value as) a single forward contract at this strike price and expiry. This is because if the price at expiry is above the strike price, the call will be exercised, while if it is below, the put will be exercised, and thus in either case one unit of the asset will be purchased for the strike price, exactly as in a forward contract.The validity of this relationship requires that certain assumptions be satisfied; these are specified and the relationship derived below. In practice transaction costs and financing costs (leverage) mean this relationship will not exactly hold, but in liquid markets the relationship is close to exact.".
- Put–call_parity wikiPageExternalLink lec03.pdf.
- Put–call_parity wikiPageExternalLink 49.
- Put–call_parity wikiPageExternalLink TN99-05.pdf.
- Put–call_parity wikiPageExternalLink arbitrage.htm.
- Put–call_parity wikiPageExternalLink 011905.asp.
- Put–call_parity wikiPageExternalLink www.putcallparity.net.
- Put–call_parity wikiPageExternalLink arb.htm.
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- Put–call_parity wikiPageWikiLink Arbitrage.
- Put–call_parity wikiPageWikiLink Arbitrage-free.
- Put–call_parity wikiPageWikiLink Bid-ask_spread.
- Put–call_parity wikiPageWikiLink Bid–ask_spread.
- Put–call_parity wikiPageWikiLink Black–Scholes_model.
- Put–call_parity wikiPageWikiLink Bond_(finance).
- Put–call_parity wikiPageWikiLink Category:Finance_theories.
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- Put–call_parity wikiPageWikiLink Category:Options_(finance).
- Put–call_parity wikiPageWikiLink Compound_interest.
- Put–call_parity wikiPageWikiLink Delta_neutral.
- Put–call_parity wikiPageWikiLink Discount_factor.
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- Put–call_parity wikiPageWikiLink Dynamic_replication_(finance).
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- Put–call_parity wikiPageWikiLink European_call_option.
- Put–call_parity wikiPageWikiLink European_put_option.
- Put–call_parity wikiPageWikiLink Fiduciary_call.
- Put–call_parity wikiPageWikiLink Financial_mathematics.
- Put–call_parity wikiPageWikiLink Force_of_interest.
- Put–call_parity wikiPageWikiLink Forward_contract.
- Put–call_parity wikiPageWikiLink Forward_price.
- Put–call_parity wikiPageWikiLink Frictionless_market.
- Put–call_parity wikiPageWikiLink Implied_volatility.
- Put–call_parity wikiPageWikiLink Interest_rate.
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- Put–call_parity wikiPageWikiLink Married_put.
- Put–call_parity wikiPageWikiLink Mathematical_finance.
- Put–call_parity wikiPageWikiLink Option_style.
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- Put–call_parity wikiPageWikiLink Present_value.
- Put–call_parity wikiPageWikiLink Protective_put.
- Put–call_parity wikiPageWikiLink Put_option.
- Put–call_parity wikiPageWikiLink Rational_pricing.
- Put–call_parity wikiPageWikiLink Replicating_portfolio.
- Put–call_parity wikiPageWikiLink Russell_Sage.
- Put–call_parity wikiPageWikiLink Salman_Khan_(educator).
- Put–call_parity wikiPageWikiLink Self-financing_portfolio.
- Put–call_parity wikiPageWikiLink Spot-future_parity.
- Put–call_parity wikiPageWikiLink Spot_contract.
- Put–call_parity wikiPageWikiLink Spot_price.
- Put–call_parity wikiPageWikiLink Spot–future_parity.
- Put–call_parity wikiPageWikiLink Springer_Science+Business_Media.
- Put–call_parity wikiPageWikiLink Springer_Verlag.
- Put–call_parity wikiPageWikiLink Static_replication.
- Put–call_parity wikiPageWikiLink Strike_price.
- Put–call_parity wikiPageWikiLink Transaction_cost.
- Put–call_parity wikiPageWikiLink Underlying.
- Put–call_parity wikiPageWikiLink Vinzenz_Bronzin.
- Put–call_parity wikiPageWikiLink Zero-coupon_bond.
- Put–call_parity wikiPageWikiLinkText "Put-call parity".
- Put–call_parity wikiPageWikiLinkText "Put–call parity".
- Put–call_parity wikiPageWikiLinkText "put–call parity".
- Put–call_parity hasPhotoCollection Put–call_parity.
- Put–call_parity wikiPageUsesTemplate Template:Citation_needed.
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- Put–call_parity wikiPageUsesTemplate Template:Derivatives_market.
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- Put–call_parity wikiPageUsesTemplate Template:Refend.
- Put–call_parity wikiPageUsesTemplate Template:Reflist.
- Put–call_parity subject Category:Finance_theories.
- Put–call_parity subject Category:Mathematical_finance.
- Put–call_parity subject Category:Options_(finance).
- Put–call_parity comment "In financial mathematics, put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of a long call option and a short put option is equivalent to (and hence has the same value as) a single forward contract at this strike price and expiry.".
- Put–call_parity label "Put–call parity".
- Put–call_parity sameAs Parité_Put-Call.
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- Put–call_parity sameAs 풋-콜_패리티.
- Put–call_parity sameAs Paridade_put-call.
- Put–call_parity sameAs m.01dfr5.
- Put–call_parity sameAs Put-call_parity.
- Put–call_parity sameAs Тотожність_кол-пут.
- Put–call_parity sameAs Q1183706.
- Put–call_parity sameAs Q1183706.
- Put–call_parity sameAs 买卖权平价关系.
- Put–call_parity wasDerivedFrom Put–call_parity?oldid=683830591.
- Put–call_parity isPrimaryTopicOf Put–call_parity.