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Arbitrage

  • Hans-Peter Deutsch
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

Arbitrage considerations alone are sufficient for deriving relations such as the pet-call parity or determining forward prices. Such arguments require only very few assumptions; we need only Assumptions 1, 2, 3, 4, and 5 from Chapter 4 to be satisfied.

Keywords

American Option Future Contract Strike Price Dividend Yield Spot Price 
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Copyright information

© Hans-Peter Deutsch 2009

Authors and Affiliations

  • Hans-Peter Deutsch
    • 1
  1. 1.FrankfurtGermany

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