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Options arbitrage
Results: 41

#	Item
31	PDF Document Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2002-10-28 11:28:12 Financial markets Options Derivative Futures contract Hedge Financial innovation Forward contract Arbitrage Margin Financial economics Finance Financial system
32	Discussion Jerry Hanweck The Melick and Thomas paper highlights the importance of the two main issues associated with the construction of probability density functions (PDFs) using options prices: the adjustment of risk- Add to Reading List Source URL: publications.gc.ca Language: English - Date: 2001-03-15 11:22:06 Options Investment Volatility smile Implied volatility Black–Scholes Volatility Convexity VIX Volatility arbitrage Mathematical finance Financial economics Finance
33	SECURITIES AND EXCHANGE COMMISSION Add to Reading List Source URL: www.sec.gov Language: English - Date: 2008-04-04 13:33:32 Investment Stock market United States Securities and Exchange Commission Chicago Board Options Exchange Regulation NMS Order Algorithmic trading Arbitrage Option Financial economics Financial markets Finance
34	The information content of over-the-counter currency options Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-06-03 11:39:30 Options Investment Implied volatility Volatility VIX Foreign-exchange option Futures contract Volatility smile Volatility arbitrage Financial economics Mathematical finance Finance
35	Clamping Down on Arbitrage Peter J¨ackel∗ First version: 20th September 2013 This version: 24th April 2014 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2014-04-24 12:51:00 Finance Investment Implied volatility Volatility Black–Scholes Binary option Butterfly Interpolation Futures contract Financial economics Mathematical finance Options
36	PDF Document Add to Reading List Source URL: www.mayin.org - Date: 2010-04-28 11:10:19 Mathematical finance Investment Derivative Futures contract Arbitrage Risk-neutral measure Forward contract Put option Valuation of options Financial economics Options Finance
37	PDF Document Add to Reading List Source URL: www.hss.caltech.edu Language: English - Date: 2013-09-25 16:49:30 Financial markets Mathematical finance Options Pricing Arbitrage pricing theory Put–call parity Futures contract Arbitrage Valuation Financial economics Finance Economics
38	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2007-10-05 13:02:54 Mathematical finance Financial markets Corporate finance Options Statistical arbitrage Quantitative analyst Arbitrage Convertible bond Hedge Financial economics Finance Investment
39	PDF Document Add to Reading List Source URL: faculty.baruch.cuny.edu Language: English - Date: 2007-09-12 05:39:30 Options Hedge Mathematical finance Derivative Swap Arbitrage Yield curve Forward contract Interest rate swap Financial economics Finance Investment
40	PDF Document Add to Reading List Source URL: www.ericbenhamou.net Language: English - Date: 2005-07-31 06:26:09 Options Investment Black–Scholes Volatility Risk-neutral measure Quantitative analyst Derivative Stochastic volatility Arbitrage Financial economics Mathematical finance Finance

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