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Black Scholes Formula/Put Call parity.

This topic has 1 reply, 2 voices, and was last updated 11 years ago by John Moffat.

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October 14, 2014 at 9:42 pm #204466
Abood
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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 Moffat
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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.
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