Search alternatives:
"put–call parity" » "put–all parity", "put–cell parity", "put–hall parity"

1
by Davison, Matt
Published 2014
Chapman and Hall/CRC
Table of Contents: ... options using Put Call Parity -- Some approximate values of the Black Scholes Call Formula -- Simulating...

2
by Rhoads, Russell
Published 2011
Wiley
Table of Contents: ... Volatility; Historical versus Forward-Looking Volatility; Put-Call Parity; Estimating Price Movement; Valuing...

3
by Passarelli, Dan
Published 2012
Bloomberg
... with new material Information on spreads, put-call parity and synthetic options, trading volatility...

4
by Edwards, Davis W.
Published 2014
John Wiley & Sons, Inc.
Table of Contents: ...; Options; Greeks; The Value of Options; Black Scholes Formula; Delta; Gamma; Relationship Between Put/Call...

5
by Geman, Hélyette
Published 2015
John Wiley and Sons, Inc.
Table of Contents: ...4.2.4 Butterfly spread4.3 Put-Call Parity for a Non-dividend Paying Stock; 4.4 Valuation...

6
by Mack, Iris
Published 2014
John Wiley & Sons Singapore Pte. Ltd.
Table of Contents: ...and Out-of-the-Money Options; 3.7.4 Put-Call Parity; 3.8 European Options; 3.9 American Options...