econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics

Source URL: www.econstor.eu

• Financial economics
• Finance
• Financial markets
• Modigliani–Miller theorem
• Cost of capital
• Capital structure
• Weighted average cost of capital
• Debt-to-equity ratio
• Arbitrage
• Microeconomics
• Capital
• Economics

An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance

Source URL: www.hse.ru

• Finance
• Financial economics
• Mathematical finance
• Statistical inference
• Interest rates
• Yield curve
• Non-parametric statistics
• Bootstrapping
• Heath–Jarrow–Morton framework
• Fixed income analysis
• Economics
• Fixed income market

Microsoft Word - _3_Bullard4.doc

Source URL: www.houstonlawreview.org

• Funds
• Financial services
• Financial markets
• Collective investment schemes
• Mutual fund
• Late trading
• Exchange-traded fund
• Net asset value
• Arbitrage
• Financial economics
• Investment
• Finance

Coipel-Cordonnier, Nathalie: Les Conventions d’Arbitrage et d’Élection de For en Droit International Privé (Bibliothèque de Droit Privé Bd[removed]L.G.D.J, Paris[removed]XIV, 434 S. (zugl. Diss. Löwen) In ihrer Dis

Source URL: www.spamann.net

Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity

Source URL: www.econstor.eu

• United States housing bubble
• Interest rates
• Banking
• Financial markets
• Foreign exchange market
• LIBOR–OIS spread
• Libor
• Swap
• Arbitrage
• Economics
• Finance
• Financial economics

Merger Arbitrage and the Stock Market Crash of 1987

Source URL: www.nber.org

• Financial markets
• Financial services
• Institutional investors
• Convertible arbitrage
• Convertible bond
• Hedge fund
• Arbitrage
• Risk arbitrage
• Long-Term Capital Management
• Financial economics
• Investment
• Finance

What happened to the quants in August 2007? Evidence from factors and transactions data∗ Amir E. Khandani† and Andrew W. Lo‡ ∗

Source URL: www.newyorkfed.org

• Financial services
• Subprime mortgage crisis
• Financial markets
• Hedge fund
• Statistical arbitrage
• Prime brokerage
• Long/short equity
• Quantitative analyst
• Liquidity risk
• Financial economics
• Finance
• Investment

Discussion of "An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical" by Victor Lapshin Miloš Božovi´c Center for Investments and Finance Belgrade, Serbia

Source URL: www.hse.ru

• Financial economics
• Fixed income analysis
• Yield curve
• Heath–Jarrow–Morton framework
• Finance
• Economic model
• Bond
• Arbitrage
• Mathematical finance
• Fixed income market
• Economics

FLOW AND STOCK EFFECTS OF LARGE-SCALE TREASURY PURCHASES Stefania D’Amico Thomas B. King Division of Monetary Affairs Federal Reserve Board

Source URL: research.stlouisfed.org

• Financial economics
• Government debt
• Notes
• United States Treasury security
• Yield curve
• Bond
• Arbitrage
• Yield
• Federal Reserve System
• Finance
• Economics
• Fixed income market

Preliminaries Arbitrage Bounds for Variance Swap Prices Arbitrage Bounds for Vanilla Options in a Variance Swap Market

Source URL: www.fields.utoronto.ca

• Investment
• Variance swap
• Volatility
• Arbitrage
• Swap
• Futures contract
• Implied volatility
• Mathematical finance
• Financial economics
• Finance