Put–Call parity is an important concept in the option world. The original Black Scholes model priced a European call option on a non-dividend-paying stock. The price of the equivalent put option was derived using the concept of Put-Call Parity.
Key learning objectives:
What is the put-call parity?
How do we calculate the fiduciary call?
What is one of the keys to understanding the Put-Call Parity?
Introduction to Interest Rate Swaps and Use Cases
David Leeming • 17:58