74 Option Replication Using Put Call Parity Flashcards by Nathan Hoffman

Q

Protective put

A

Stock + put

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Q

Fiduciary call

A

call + X / (1 + R)^T

Where X is a bond payment at maturity

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Q

Put call parity

A

S + P = C + X / (1+R)^T

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Q

Put-Call-Forward Parity

A

S = F / (1 + R)^T

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