Arbitrage, Credit And Informational Risks, Jiao Ying Et Al

Автор: Delbaen
Название: The Mathematics of Arbitrage
ISBN: 3540219927 ISBN-13(EAN): 9783540219927
Издательство: Springer
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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
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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: 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.

Автор: Thomas Kirchner
Название: Merger Arbitrage: How to Profit from Global Event-Driven Arbitrage
ISBN: 1118736354 ISBN-13(EAN): 9781118736357
Издательство: Wiley
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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: Ziemba William T
Название: Calendar Anomalies And Arbitrage
ISBN: 9814405450 ISBN-13(EAN): 9789814405454
Издательство: World Scientific Publishing
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Цена: 205920.00 T
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Описание: Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This title deals with US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects concentrating on the futures markets.

Автор: Ziemba William T
Название: Calendar Anomalies And Arbitrage
ISBN: 9814417459 ISBN-13(EAN): 9789814417457
Издательство: World Scientific Publishing
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Цена: 47520.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This book features US anomalies such as the January turn-of-the year, turn-of-the-month, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be applied.