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"put–call parity" » "put–all parity", "put–cell parity", "put–hall parity"
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1
by Paul, Wolfgang, Baschnagel, Jörg
Published 2013
Springer International Publishing
Table of Contents: “... Revisited -- The Exponentially Truncated Lévy Flight -- Put–Call Parity -- Geometric Brownian Motion...”
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2
by Jordan, Lenny
Published 2011
Financial Times Prentice Hall
Table of Contents: “...-call parity 22 Conversions, reversals, boxes and options arbitrage 23 Conclusion Glossary Suggestions...”
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3
by Levy, Jared
Published 2011
Wiley
Table of Contents: “...; CHAPTER 9 Advanced Concepts; Put-Call Parity, Interest Rates, Dividends, and Forwards; Synthetics and More...”
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4
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...”
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5
by Rhoads, Russell
Published 2011
Wiley
Table of Contents: “... Volatility; Historical versus Forward-Looking Volatility; Put-Call Parity; Estimating Price Movement; Valuing...”
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6
by Passarelli, Dan
Published 2012
Bloomberg
“... with new material Information on spreads, put-call parity and synthetic options, trading volatility...”
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7
by Ursone, Pierino
Published 2015
John Wiley & Sons
“... call parity, then move into more advanced topics in combination with a four-dimensional approach...”
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8
by Tolle, Steffen W.
Published 2008
John Wiley & Sons (Asia)
Table of Contents: “... influencing option pricing. Put/call parity. Option replication. Option pricing. Greek letters. Exotic options...”
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9
by Farahvash, Pooya
Published 2020
Wiley
“... -- CHAPTER 4 Option Valuation -- Stock Option -- Boundary Values -- Call Option -- Put Option -- Put-Call...”
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10
by Steiner, Bob
Published 2011
Financial Times Prentice Hall
Table of Contents: “... -- Historic Volatility and Implied Volatility -- Binomial Pricing Model -- The Put/Call Parity -- Cap, Floor...”
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11
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...”
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12
by Gallati, Reto R.
Published 2000
Gabler Verlag
Table of Contents: “... -- 7.4 Gewinn- und Verlustprofile einfacher Optionen-Strategien -- 7.5 Put/Call Parity-Beziehung -- 7.6...”
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13
by Marroni, Leonardo, Perdomo, Irene
Published 2014
John Wiley & Sons
Table of Contents: “... stocks; 3.3.5 Lower boundaries for put options on non-dividend paying stocks; 3.4 PUT-CALL PARITY; 3.5...”
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14
by Kariya, T., Liu, Regina
Published 2003
Springer US
Table of Contents: “... and Put-Call Parity -- 3 Exotic Options -- 4 Forward Contracts and Futures -- 3. Basic Probability Theory...”
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15
by Gallati, Reto R.
Published 2004
Gabler Verlag
Table of Contents: “... -- 7.4 Gewinn- und Verlustprofile einfacher Optionen-Strategien -- 7.5 Put/Call Parity-Beziehung -- 7.6...”
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16
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...”
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17
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...”