Financial engineering and arbitrage in the financial markets /

A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hed...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Dubil, Robert
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011.
Temas:
Financial engineering.
Arbitrage.
Capital market.
Investments > Mathematics.
Ingénierie financière.
Marché financier.
Investissements > Mathématiques.
BUSINESS & ECONOMICS > Finance.
Arbitrage
Capital market
Financial engineering
Investments > Mathematics
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Acceso en línea:Texto completo
Descripción
Sumario:A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives a.
Descripción Física:1 online resource (xii, 367 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:9781119950622
1119950627
9781118467343
1118467345

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