上一主题:Reading EOC Q7
下一主题:Order of questions on exam
返回列表 发帖

Derivative Equivalents

Has anyone compiled a list of all derivatives equivalents?
If not, let all of us submit our findings to this thread and we shall have a list
Long call + Short put = Forward
Call + Bond = Stock + Put (Put call parity)
Interest rate Cap = Series of interest rate calls
Interest rate Floor = Series of interest rate puts

Int rate cap = series of put on fixed income
interest rate swap = series of off market FRAs

TOP

返回列表
上一主题:Reading EOC Q7
下一主题:Order of questions on exam