Arbitrage

Results: 1679



#Item
381Economics / Mathematical finance / Financial risk / Pricing / Liquidity risk / Market liquidity / Bid–offer spread / Arbitrage / Futures contract / Financial economics / Financial markets / Finance

R Foundations and Trends in Finance Vol. 1, No[removed]–364 c 2006 Y. Amihud, H. Mendelson, and L.H. Pedersen

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Source URL: docs.lhpedersen.com

Language: English - Date: 2006-02-09 08:55:08
382Stock market / Financial markets / Financial risk / Futures contract / Clearing house / Over-the-counter / LCH.Clearnet / Arbitrage / ACT / Financial economics / Finance / Financial system

Working Paper/Document de travail[removed]When Lower Risk Increases Profit: Competition and Control of a Central Counterparty

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-11-09 11:52:08
383Financial markets / Financial services / Mathematical finance / Institutional investors / Hedge fund / Efficient-market hypothesis / Hedge / Statistical arbitrage / Active management / Financial economics / Finance / Investment

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Introduction This boo

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Source URL: www.nathist.princeton.edu

Language: English - Date: 2015-02-24 16:38:02
384Economic bubbles / United States housing bubble / Financial crises / Credit default swap / European sovereign debt crisis / Arbitrage / Derivative / Corporate bond / Swap / Economics / Financial economics / Economic history

Banco Central de Chile Documentos de Trabajo Central Bank of Chile Working Papers N° 678 Octubre 2012

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Source URL: www.bcentral.cl

Language: English - Date: 2012-10-10 07:54:24
385Economics / Banking in Canada / Banking / United States housing bubble / Interbank lending market / Arbitrage / Large Value Transfer System / Credit default swap / Central bank / Financial economics / Finance / Financial markets

Working Paper/Document de travail[removed]Efficiency and Bargaining Power in the Interbank Loan Market by Jason Allen, James Chapman, Federico Echenique and

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-09-27 12:24:29
386Economics / Finance / Transaction cost / Algorithmic trading / Economic model / Arbitrage / Mathematical optimization / Modern portfolio theory / Mathematical finance / Financial markets / Financial economics

Dynamic Portfolio Choice with Frictions∗ Nicolae Gˆarleanu and Lasse Heje Pedersen† March, 2014 Abstract We show that the optimal portfolio can be derived explicitly in a large class

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Source URL: docs.lhpedersen.com

Language: English - Date: 2014-03-26 16:56:39
387Economics / Beta / Volatility / Capital asset pricing model / Rate of return / Post-modern portfolio theory / Volatility arbitrage / Mathematical finance / Financial economics / Finance

The International Journal of R Business and Finance ESEARCH

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 03:08:06
388Investment / Transport / Economy of the United States / New York Stock Exchange / Thiokol / Order / Space Shuttle Challenger disaster / Arbitrage / Futures contract / Financial economics / Financial markets / Stock market

FINANCIAL ECONOMICS CLEMSON UNIVERSITY The Complexity of Price Discovery in an Efficient Market: The Stock Market Reaction to the Challenger Crash

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Source URL: myweb.clemson.edu

Language: English - Date: 2004-02-17 08:35:26
389Financial markets / Economics / Capital asset pricing model / Futures contract / Quantitative analyst / Consumption-based capital asset pricing model / Arbitrage / Risk / Financial economics / Mathematical finance / Finance

Margin-Based Asset Pricing and the Law of One Price

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Source URL: docs.lhpedersen.com

Language: English - Date: 2010-05-18 09:35:52
390Financial services / Institutional investors / Funds / Financial markets / Hedge fund / Long-Term Capital Management / Arbitrage / Information ratio / Hedge / Financial economics / Investment / Finance

Microsoft PowerPoint - Exercises_cover2.pptx

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Source URL: docs.lhpedersen.com

Language: English - Date: 2015-01-06 07:39:39
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