Put-call parity

英文Put-call parity

中文 (征集中)

英文释义

The payout profile of a portfolio containing an asset plus a put option is identical to that of a portfolio containing a call option of the same strike on that same asset (with the remainder of the money earning the risk-free rate of return). This can be used to arbitrage a position

中文释义

(征集中)

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