PUT/CALL PARITY


Meaning of PUT/CALL PARITY in English

Applies to derivative products. Option pricing law that says, given a stock's price, a put and call of the same class must have a static price relationship due to arbitrage opportunities that would reinstate this relationship.

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.