<p>Employ put–call parity to replicate forwards, build collars, and decompose equityvalue into debt + option components. Extend to <em>forward</em> parity for off-marketstrikes and see how corporate finance uses these identities. </p>

Employ put–call parity to replicate forwards, build collars, and decompose equityvalue into debt + option components. Extend to forward parity for off-marketstrikes and see how corporate finance uses these identities.

DERIV - Option Replication Using Put–Call Parity

Master the complete CFA® Level I curriculum—one learning module at a time. Each episode is a concise, high‑impact dialogue that explains core concepts in plain English, with zero fluff and no long intro/outro. Perfect for commuters, last‑minute crammers, and anyone who learns best by listening. Independently produced; not affiliated with, sponsored by, or endorsed by CFA Institute.

Education

Courses

Master the complete CFA® Level I curriculum—one learning module at a time. Each episode is a concise, high‑impact dialogue that explains core concepts in plain English, with zero fluff and no long intro/outro. Perfect for commuters, last‑minute crammers, and anyone who learns best by listening. Independently produced; not affiliated with, sponsored by, or endorsed by CFA Institute.

Share DERIV - Option Replication Using Put–Call Parity

Sign up to save your podcasts

DERIV - Option Replication Using Put–Call Parity

DERIV - Option Replication Using Put–Call Parity