Buy Revamp - sfmguru.com/pr... Revise the entire SFM in a day
Subscribe to Channel for more videos: / @nikhiljobanputra
How would you apply Put-Call Parity Theory in the above example and determine the value of put option?
Solution:
If the outcome of the two different strategies is same then the present value of investment under each of the strategies should also be same.
P + 250 = C + 227.27
P = C + 227.27 - 250
P = C + PV of EP - S0
For more visit the website www.sfmguru.in
#PutCallParity , #Finance , #CAFinal , #FinancialLearning , #CAFinalSFM , #StrategicFinancialManagement , #SFM ,
Негізгі бет CA Final SFM - Option Valuation - Part III - Put Call Parity - Strategic Financial Management
Пікірлер: 42