Matches in DBpedia 2014 for { ?s ?p In financial mathematics, put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of long a call option and short a put option is equivalent to (and hence has the same value as) a single forward contract at this strike price and expiry.. }
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- Put–call_parity comment "In financial mathematics, put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of long a call option and short a put option is equivalent to (and hence has the same value as) a single forward contract at this strike price and expiry.".