Learning Platform - "Markets & Trading"
Course: Options – Put-Call Parity
About the online training programme
This course provides the essentials of the put-call parity regarding options. it is explained what it concerns and how it can be applied, for instance, to price or valuate options. The course also sets out how synthetic outright positions or derivatives positions can be created with options. The combination of the put-call parity and the theory concerning synthetics allows for arbitrage strategies. This knowledge is shared during the final part of the course.
Course Contents
This course covers the following video lessons:
- The arbitrage model
- Arbitrage
- Time value
- Stock options
- Commodity options
- Early exercise
- Synthetic long futures position
- Synthetic short futures position
- Synthetic option positions – Introduction
- Synthetic long call option position
- Synthetic long put option position
- Synthetic short call option position
- Synthetic short put option position
- Arbitrage – Profit from mispricing
- Arbitrage – Conversion
- Arbitrage – Reversal
- Arbitrage – Realising the profit
- Arbitrage – Box
This course also includes examination and certification.