Explain how the put-call parity ties the currency options market to the forwards market.
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Explain how the put-call parity ties the currency options market to the forwards market.
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Putcall parity is a fundamental principle in options pricing that establishes a relationship between ...View the full answer
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Related Book For
International Corporate Finance Value Creation With Currency Derivatives In Global Capital Markets
ISBN: 9781119550464
2nd Edition
Authors: Laurent L. Jacque
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