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作者: dotamasta 时间: 2013-4-21 15:26
Int rate cap = series of put on fixed income
interest rate swap = series of off market FRAs
