Illustrates the payoff structure of various positions involving options and the use of put-call parity in the understanding of the links between the various positions. Consider cases of insured capital, interest rate caps and floors, and extensible called debt and corporate balance sheets. "Hide
by Andre F. Perold, Wai Lee 8 pages. Publication Date: March 24, 1995. Prod. #: 295129-PDF-ENG
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