标题: In the Put Call Parity Formula [打印本页] 作者: CFA4Techie 时间: 2011-7-13 14:57 标题: 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?作者: President1988 时间: 2011-7-13 14:57
yes ive seen it too, and I am confused when to use the e,
I Know its for futures but whats the equation?作者: OmarAdnan 时间: 2011-7-13 14:57
You can use either one, but you need to use r=ln(1+Rf) when using e^rt.作者: eoin 时间: 2011-7-13 14:57
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
