Something for Nothing: Arbitrage and Ethics on Wall Street, O`Hara Maureen
Автор: Delbaen Название: The Mathematics of Arbitrage ISBN: 3540219927 ISBN-13(EAN): 9783540219927 Издательство: Springer Рейтинг: Цена: 15372.00 р. 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.
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: Sebastian P. Werner Название: Short Selling Activities and Convertible Bond Arbitrage ISBN: 3834918865 ISBN-13(EAN): 9783834918864 Издательство: Springer Рейтинг: Цена: 12577.00 р. 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: Ziemba William T Название: Calendar Anomalies And Arbitrage ISBN: 9814405450 ISBN-13(EAN): 9789814405454 Издательство: World Scientific Publishing Рейтинг: Цена: 30888.00 р. 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 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 Рейтинг: Цена: 7128.00 р. 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.
Автор: Glabadanidis Название: Absence of Arbitrage Valuation ISBN: 1137373024 ISBN-13(EAN): 9781137373021 Издательство: Springer Рейтинг: Цена: 13974.00 р. 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.
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