๐”– Bobbio Scriptorium
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Arbitrage opportunities and immunization

โœ Scribed by Joel R. Barber; Mark L. Copper

Book ID
105628032
Publisher
Springer US
Year
2006
Tongue
English
Weight
350 KB
Volume
30
Category
Article
ISSN
1055-0925

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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