Combining the synthetic asset with the put–call parity relationship—so, substituting the present value of F 0(T) for S 0 in Equation 1—we have what is referred to as put–call forward parity.
Zhe Li
Zhe Li an IT Finance & AI blogger
Combining the synthetic asset with the put–call parity relationship—so, substituting the present value of F 0(T) for S 0 in Equation 1—we have what is referred to as put–call forward parity.
