An arbitrage guide to financial markets /

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"An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Dubil, Robert
Format: Electronic eBook
Language:Inglés
Published: Chichester, West Sussex, England ; Hoboken, N.J. : John Wiley & Sons, ©2004.
Series:Wiley finance series.
Subjects:
Investments > Mathematics.
Arbitrage.
Risk.
Risk
Investissements > Mathématiques.
Risque.
BUSINESS & ECONOMICS > Investments & Securities > General.
Arbitrage
Investments > Mathematics
Eigenschaft
Gütermarkt
Kreditmarkt
Online Access:Texto completo
Table of Contents:
  • 1. The purpose and structure of financial markets
  • 2. Financial math I
  • spot
  • 3. Fixed income securities
  • 4. Equities, currencies, and commodities
  • 5. Spot relative value trades
  • 6. Financial math II
  • futures and forwards
  • 7. Spot-forward arbitrage
  • 8. Swap markets
  • 9. Financial math III
  • options
  • 10. Option arbitrage
  • 11. Default risk (financial math IV) and credit derivatives.

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