问题如下:
Under what circumstances does a European call on an asset equal the price of a European put on the asset when both have the same strike price and time to maturity? Express your answer in terms of forward prices.
解释:
The put-call parity formula is European Call Price + PV(K) = European Put Price + PV(F) PV(F) = PV(K) when F = K. The equation therefore shows that a European call has the same price as a European put when F = K, that is, when the strike price equals the forward price for a forward contract maturing at the same time as the option.
老师,这道题的考点可以帮忙再明确一下吗