Financial engineering and arbitrage in the financial markets

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

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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Bibliographic Details
Main Author: Dubil, Robert
Format: eBook
Language:English
Published: Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011.
Subjects:
Financial engineering.
Arbitrage.
Capital market.
Investments > Mathematics.
BUSINESS & ECONOMICS > Finance.
Arbitrage
Capital market
Financial engineering
Investments > Mathematics
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
Online Access:Click for online access
Table of Contents:
  • Financial Engineering and Arbitragein the Financial Markets; Contents; Introduction; 1 Purpose and Structure of Financial Markets; 1.1 Overview of Financial Markets; 1.2 Risk Sharing; 1.3 Transactional Structure of Financial Markets; 1.4 Arbitrage: Pure Versus Relative Value; 1.5 Financial Institutions: Transforming Intermediaries vs Broker-Dealers; 1.6 Primary (Issuance) and Secondary (Resale) Markets; 1.7 Market Players: Hedgers vs Speculators; 1.8 Preview of the Book; PART I RELATIVE VALUE BUILDING BLOCKS; 2 Spot Markets; 2.1 Bonds and Annual Bond Math; 2.1.1 Zero-Coupon Bond.

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