注册 登录
上一主题：Remembering
下一主题：Two questions that always trip me up
返回列表 发帖
jlg1982

Rank: 2

UID
217785 
帖子
270 
主题
210 
注册时间
2011-5-24 
最后登录
2012-9-12 
1# 跳转到 » 倒序看帖
打印
tT
发表于 2011-7-11 19:54 | 只看该作者

Put-Call Parity

option, written, question
I've studied this topic a few times now, but am struggling to conceptualize what kind of question could be/would be asked on it?

I know that a value of a portfolio with a call option and a zero coupon bond is the same as a portfolio with a put option and the asset, but what kind of question can be written about this?

Thanks for all the help

 

相关主题：

. CFA option question

. EOC question's

. Simple callable bond question

. Stock option & Pension questions

. Mock test - option payoff question

收藏 分享

spartanag07

Rank: 2

UID
223299 
帖子
278 
主题
135 
注册时间
2011-7-11 
最后登录
2013-8-23 
2#
发表于 2011-7-11 19:54 | 只看该作者
I've seen questions where they give you the values for the Put, Call, stock and risk-free rate. They ask you what the investor should do base on the Put-Call parity relationship.

Buy stock and Put, sell call and bond
Buy Call and bond, sell put and stock, etc......

Hope that helps...

TOP

dcfox83

Rank: 2

UID
223264 
帖子
251 
主题
127 
注册时间
2011-7-11 
最后登录
2016-4-19 
3#
发表于 2011-7-11 19:54 | 只看该作者
mnieman Wrote:
-------------------------------------------------------
>
>
> I know that a value of a portfolio with a call
> option and a zero coupon bond is the same as a
> portfolio with a put option and the asset, but
> what kind of question can be written about this?
>
> Thanks for all the help


If you've got that memorized you can just rearrange those variables to create a synthetic position in either the call option, put option, risk free, or the asset.

TOP

Daniel1985

Rank: 2

UID
223300 
帖子
263 
主题
113 
注册时间
2011-7-11 
最后登录
2016-4-16 
4#
发表于 2011-7-11 19:54 | 只看该作者
paula is a sexy x-rated cougar....

CP

TOP

返回列表
上一主题：Remembering
下一主题：Two questions that always trip me up