Publications
Publications
- March 1995 (Revised August 1995)
- HBS Case Collection
Options and Put-Call Parity
By: Andre F. Perold and Wai Lee
Abstract
Illustrates the payoff structure of various positions involving put and call options and the use of put-call parity in understanding the relationships among various positions. Examines the cases of insured equity, interest rate caps and floors, callable and extendable debt, and corporate balance sheets.
Keywords
Citation
Perold, Andre F., and Wai Lee. "Options and Put-Call Parity." Harvard Business School Background Note 295-129, March 1995. (Revised August 1995.)