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Arbitrage and investment opportunities

✍ Scribed by Elyès Jouini; Clotilde Napp


Book ID
105749309
Publisher
Springer-Verlag
Year
2001
Tongue
English
Weight
176 KB
Volume
5
Category
Article
ISSN
0949-2984

No coin nor oath required. For personal study only.


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Arbitrage opportunities in metal futures
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his paper finds that the parity between the gold and silver spot prices T persists in the gold and silver futures markets. This relationship facilitates the development of a trading strategy profiting from temporary disparities. After adjusting for transaction costs and risks involved in futures tra