題組內容

歐式買賣權平價(Put-Call Parity)公式如下:

\[ C_0(K) - P_0(K) = S_0 - K(1+r)^{-T} \]

(1)請定義上述\(C_o\)\(P_o\)\(r\)\(S_o\)\(K\)\(T\)等六個符號定義。(每個0.5分,共3分)