Is there a symbol for "risk free rate"

Discussion in 'Options' started by Derrenoption, Sep 27, 2016.

  1. 2 different strikes => call/put parity => 2 equations with 2 unknowns. Feel free to ask for the details. In practice, you would do the same for every strike with a tight bid/ask spread you could find to get an accurate number. Really nothing new here.
     
    #31     Oct 16, 2016
  2. Indeed, you're correct... I must be getting senile.
     
    #32     Oct 16, 2016
  3. It's a possibility you can't move away...
     
    #33     Oct 16, 2016