An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simp
An Arbitrage Guide to Financial Markets
β Scribed by Robert Dubil
- Publisher
- Wiley
- Year
- 2004
- Tongue
- English
- Leaves
- 346
- Series
- The Wiley Finance Series
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simpli
A very clear way of presenting the complex material. This is my favorite book with advanced coverage. Author uses a lot of examples with actual numbers so that it's easier to understand what the numbers are and what they mean.
Arbitrage is central both to corporate risk management and to a wide range of investment strategies. Thousands of financial executives, managers, and sophisticated investors want to understand it, but most books on arbitrage are far too abstract and technical to serve their needs. Billingsley addres
<p>Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state e
A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hed