Option Replication Using Put-Call Parity (2025 Level I CFA® Exam – Derivatives – Module 9)
Автор: AnalystPrep
Загружено: 2024-04-05
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Learn Option Replication Using Put-Call Parity for the CFA® Level I (2025) – Derivatives, Module 9. We explain the put-call parity formula, show protective puts vs. fiduciary calls, build synthetic calls/puts, apply no-arbitrage, extend to put-call forward parity, and link parity to firm value (equity as a call, credit risk via put premium).
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Topic 7 – Derivatives
Module 9 – Option Replication Using Put–Call Parity
LOS : Explain put-call parity for European options.
LOS : Explain put-call forward parity for European options.
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