Calendar anomalies and arbitrage / Ziemba, W. T.

Arbitrage theory in continuous time / Bjork, Tomas.

Arbitrage theory in continuous time / Bjèork, Tomas.

Financial engineering and arbitrage in the financial markets / Dubil, Robert.

-- Bond Prices as Present Values -- Arbitrage and Bond Prices -- From Bond Prices to Bond Yields

Introduction -- Accounting for the firm as a business model -- Strategy : arbitrage for financial

Arbitrage -- Using Currency Futures -- Arbitrage Trading -- Chapter Summary -- Applying Economic Analysis

analysis of solvency questions. Merz and Wüthrich combine ideas from financial mathematics (no-arbitrage

-- 2.3.3.3.2.Swap-Spread Arbitrage -- 2.3.3.3.3.Yield Curve Arbitrage -- 3.Hedge Fund Data Sources -- 3

-Fund Theorem -- 2.5.The Pricing of Assets in the Mean-Variance Framework and the No-Arbitrage Theorem -- 2.6

-- Discrete probability -- Normal random variables and probability -- The arbitrage theorem -- Random walks

derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful

: Linear Payoff Derivatives -- ch. 19 Pricing Derivatives by Arbitrage: Nonlinear Payoff Derivatives -- pt

Arbitrage -- 11.1.Introduction -- 11.2.Capital Structure Arbitrage -- 11.2.1.The Credit Model -- 11.2.2.The

of an Option -- 7.3.No-Arbitrage Pricing and Equivalent Martingale Measure -- 7.4.Option Pricing

arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative

Arbitrage.

.Non-stationary Market Dynamics -- 4.Arbitrage-Free Pricing -- 5.Generalized Functions -- 6.The Fourier

bonds -- Arbitrage and derivatives -- M&A.

-variance model -- 6. The capital asset pricing model -- 7. Arbitrage -- 8. Factor models and the arbitrage

1. Risk -- 2. Pricing methodologies and arbitrage -- 3. Trees and option pricing -- 4

Arbitrage (Droit du travail) -- âEtats-Unis.