Financial and business terms. 2012.
Put-call parity relationship — The relationship between the price of a put and the price of a call on the same underlying security with the same expiration date, which prevents arbitrage opportunities. Holding the stock and buying a put will deliver the exact payoff as buying… … Financial and business terms
Put–call parity — In financial mathematics, put call parity defines a relationship between the price of a call option and a put option both with the identical strike price and expiry. To derive the put call parity relationship, the assumption is that the options… … Wikipedia
Put-Call Parity — A principle referring to the static price relationship, given a stock s price, between the prices of European put and call options of the same class (i.e. same underlying, strike price and expiration date). This relationship is shown from the… … Investment dictionary
Put Call Parity — Put call parity is a fundamental relationship that must exist between the prices of a put option and a call option on the same underlying instrument with the same strike price and expiration date. If they are not the same then there is room… … Financial and business terms
put/call parity — The term used to describe the relationship between option and futures prices. By definition the prices of options and futures on the same underlying product must be linked due to the ability to synthetically create futures positions with the use… … Financial and business terms
put-call parity — Applies to derivative products. option pricing principle that says, given a stock s price, a put and call of the same class must have a static price relationship because arbitrage opportunities or activities will always reestablish such a… … Financial and business terms
Parity — is a concept of equality of status or functional equivalence. It has several different specific definitions.* Parity (physics), the name of the symmetry of interactions under spatial inversion * Parity (mathematics) indicates whether a number is… … Wikipedia
Паритет опционов пут и колл — состояние опциона, при котором цена соответствующего актива есть цена реализации плюс премия (для колл опциона) цена реализации минус премия (для пут опциона); Состояние паритета исключает возможность арбитража. По английски: Put call parity… … Финансовый словарь
Forward contract — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European … Wikipedia
