The Mathematics of Arbitrage, 

Автор: Delbaen
Название: The Mathematics of Arbitrage
ISBN: 3540219927 ISBN-13(EAN): 9783540219927
Издательство: Springer
Цена: 102480 T
Описание: Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

Автор: Delbaen
Название: The Mathematics of Arbitrage
ISBN: 3540219927 ISBN-13(EAN): 9783540219927
Издательство: Springer
Рейтинг:
Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

Автор: Mark Whistler
Название: Trading Pairs: Capturing Profits and Hedging Risk with Statistical Arbitrage Strategies
ISBN: 0471584282 ISBN-13(EAN): 9780471584285
Издательство: Wiley
Рейтинг:
Цена: 73920.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible guide to the pairs trading technique A leading arbitrage expert gives traders real tools for using pairs trading, including customizable Excel worksheets on CD. Mark Whistler (Denver, CO) is the key developer of pairstrader. com as well as a licensed securities trader and broker and leading arbitrage expert.

Автор: Thomas Kirchner
Название: Merger Arbitrage: How to Profit from Global Event-Driven Arbitrage
ISBN: 1118736354 ISBN-13(EAN): 9781118736357
Издательство: Wiley
Рейтинг:
Цена: 83430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Mitigate risk and increase returns with an alternative hedge fund strategy Merger Arbitrage: How to Profit from Event-Driven Arbitrage, Second Edition is the definitive guide to the ins and outs of the burgeoning merger arbitrage hedge fund strategy, with real-world examples that illustrate how mergers work and how to take advantage of them.

Автор: Glabadanidis
Название: Absence of Arbitrage Valuation
ISBN: 1137373024 ISBN-13(EAN): 9781137373021
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.

Автор: Sebastian P. Werner
Название: Short Selling Activities and Convertible Bond Arbitrage
ISBN: 3834918865 ISBN-13(EAN): 9783834918864
Издательство: Springer
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Цена: 83850.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main cause of financial crisis may be found in the over-optimistic investing of b- ers that leads market prices away from fundamental values. However, in the aftermath of "excess" when stock markets tumble, it is usually the pessimists or short sellers who get publicly blamed. Despite the longstanding controversy on short selling activities, this market instrument remains a widely misunderstood concept by the public while it is an essential tool used by hedge funds for speculation and arbitrage. That is why it is important to investigate short selling for its different motivations and the resulting effect on stock returns, a subject whose empirical study is in its infancy. In his doctoral thesis, Sebastian examines convertible bond arbitrage, which is a typical hedge fund strategy that involves a long position in a convertible bond and a significant short position in the underlying stock. The short selling is employed as a hedge against movements in the stock price. With every change in the stock price, the hedge needs to be continuously readjusted, a practice which should lead companies with convertible bonds outstanding to have on average higher short selling activity than companies without convertible bonds. Furthermore, fundamental information should be processed differently in stocks with convertible bonds as stock price reactions based on the information are accompanied by the short selling of the convertible bond arbit- geurs.

Автор: O`Hara Maureen
Название: Something for Nothing: Arbitrage and Ethics on Wall Street
ISBN: 0393285510 ISBN-13(EAN): 9780393285512
Издательство: Wiley
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Цена: 22170.00 T
Наличие на складе: Поставка под заказ.
Описание: A leading financial economist takes a tough look at the ethics of modern finance.