Do you think that the put-call parity holds in the presence of default risk? Why?

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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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Question Posted: Jun 29, 2016 12:58 AM

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Do you think that the put-call parity holds in the presence of default risk? Why?

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The putcall parity argument is based on the fact that the payoff of the options is ...View the full answer

Organic Chemistry

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