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Showing 1 to 1 of 1 for “"Put-call parity implied rate"”.
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Market Implied Risk-Free Rates: An Analysis of the Put-Call Parity Implied Rate
<p>This study investigates the interest rate implied by put-call parity as an alternative, market-based proxy for the risk-free rate. Studying the implied risk-free rate from option prices is important because it provides insights into how market participants collectively perceive short-term …