European Options: Put-Call Parity

Basics of Put-Call Parity for European options.

[@gauravvasnani2031]

What a legend. I've been trying to understand this for a while and you explained it really well. Thank you

[@josephren2638]

You need to keep doing this Matt. Thanks

[@virginia555]

Nice work Matt

[@nimesp]

your videos are very helpful....thank you very much.....keep up the good work

[@ExcelTutorials1]

You explain this very very very well!!!!!! Thank You!!!!

[@melyssahirep1832]

Thank you for so much clarity !

[@coreyarnouts7821]

You're videos really helped me thanks bro

[@bowenma6401]

Amazing!! Thank you

[@yashjangid567]

Thank you so much sir for uploading a short video with the best explanation.:). It helped me a lot.

[@krishashrimankar8390]

Very clearly explained...thankyou

[@zihaowu5912]

so straightforward thanks

[@amangoyal3786]

You are the best!

[@sumsum883]

Awesome explanation. Thanks.

[@kojuntan]

thanks for the explanation very succinct

[@stijndhondt9611]

In your proof for the put-call parity, after making the table you say (at the 4 min mark) "the next step is...". Why do you need a next step?
It seems to be that arguing that you have two portfolios who make the same profit at t=T is enough. By the law of one price it must follow that for all t (put-call parity).

[@frankk00798]

Very helpful explanation.

[@MrDeltinSir]

straightforward. thanks!

[@---zg7ex]

excellent explaination

[@appreviewsandtech]

thanks for this!!

[@ne2514]

Good video

[@ruigeli1069]

how to proof put-call parity with no dividend C>=0 by contradiction.thank you

[@mrwilliams2149]

this man looks like Jon Lovitz!! but thanks for the explanation.

[@rh8855]

Who prepare students online I want to take lessons from derivatives

[@zenapsgas]

Good but I personally prefer the graphical explanation method