Home Services Equations Calculators LaTeX editor Forum Contact

Call-Put Parity, Binary asset-or-nothing option

Digg!
created by: Thijs van den Berg (http://www.sitmo.com)
Call-Put Parity, Binary asset-or-nothing option equation

Call-Put parity relation for binary asset-or-nothing options. Owning both a binary call and put option will always result in owning the asset at expiration.

Related Equations

Barrier in-out parity »  
Best-of-two, spread option parity »  
Best-of-two-and-cash / Rainbow option parity »  
Call-Put Parity, Binary cash-or-nothing option »  
Call-put parity, Rainbow best-of-two »  
Call-put parity, Rainbow worst-of-two »  
Call-Put Parity, Vanilla Option »  
Worst-of-two, spread option parity »  
Worst-of-two-and-cash / Rainbow option parity »  
All text and equations on this page are freely available under the terms of the GNU Free Documentation License

Download

Word Pdf LaTeX

equation image:
.gif image