Black Scholes Formula/Put Call parity.Forums › ACCA Forums › ACCA FM Financial Management Forums › Black Scholes Formula/Put Call parity.This topic has 1 reply, 2 voices, and was last updated 9 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total) AuthorPosts October 14, 2014 at 9:42 pm #204466 AboodMemberTopics: 1Replies: 0☆Hello guys, sorry if I’m posting this in the wrong board but I’ve got the following question: – Prove that the Black Scholes formulas for European puts and calls satisfy put-call parity.Any help would be highly appreciated! October 15, 2014 at 5:25 pm #204517 John MoffatKeymasterTopics: 56Replies: 53806☆☆☆☆☆Black Scholes is not in the syllabus for Paper F9 – it is Paper P4.At P4, you can be expected to use the formula, but it is given to you in the exam and you cannot be expected to prove it.AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)You must be logged in to reply to this topic.Log In Username: Password: Keep me signed in Log In