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CFA4Techie

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tT
发表于 2011-7-13 14:57 | 只看该作者

In the Put Call Parity Formula

In the Put Call Parity Formula - When to use e^rt and when to use (1+Rf) as the denominator of the bond?
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President1988

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2#
发表于 2011-7-13 14:57 | 只看该作者
yes ive seen it too, and I am confused when to use the e,

I Know its for futures but whats the equation?

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OmarAdnan

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发表于 2011-7-13 14:57 | 只看该作者
You can use either one, but you need to use r=ln(1+Rf) when using e^rt.

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eoin

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4#
发表于 2011-7-13 14:57 | 只看该作者
it depends on the definition of the rate, if the rate is continously compounded rate then you use e..., but you cannot figure it out yourself, this information must by provided

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