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.

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

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

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

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

-- 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

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