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Options arbitrage
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1	Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:16 Options Economy Mathematical finance Finance Money BlackScholes model Putcall parity Barrier option Put option Lookback option Forward contract Valuation of options
2	Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract Add to Reading List Source URL: page.math.tu-berlin.de Language: English Mathematical finance Economy Finance Money Stochastic processes Financial markets Options Martingale theory Semimartingale Arbitrage Forward contract BlackScholes model
3	Course: Asset Pricing Faculty: Add to Reading List Source URL: idea.uab.es Language: English - Date: 2016-07-20 05:14:35 Economy Finance Money Mathematical finance Financial markets Options Financial economics Pricing Capital asset pricing model BlackScholes model Arbitrage pricing theory Valuation
4	Lecture notes on futures/options and the information content of options Michael Rockinger∗ February 2015 Add to Reading List Source URL: www.szgerzensee.ch Language: English - Date: 2015-02-23 09:57:01 Financial markets Futures contract Derivative Forward contract Arbitrage Margin Hedge Short Option Futures exchange Rational pricing Convergence trade
5	Model-Independent Arbitrage Bounds on American Put Options submitted by Christoph Hoeggerl Add to Reading List Source URL: www.maths.bath.ac.uk Language: English - Date: 2015-01-08 04:32:11
6	Chapter 1 First Look: Ten Questions. 1. Put options with strikes 30 and 20 on the same underlying asset and with the same maturity are trading for $6 and $4, respectively. Can you find an arbitrage? Add to Reading List Source URL: www.fepress.org Language: English - Date: 2013-10-29 21:51:49 Positive-definite matrix Normal distribution Cholesky decomposition Matrix Mathematics Matrices Mathematical analysis
7	SE0007074786 FINAL TERMS DATED 18 MAY 2015 BNP Paribas Arbitrage Issuance B.V. (Incorporated in The Netherlands) (as Issuer) Add to Reading List Source URL: www.ngm.se Language: English - Date: 2015-05-18 08:10:07 Corporate finance Equity securities Stock market Options Futures contract Warrant Preferred stock Valuation Reverse convertible securities Financial economics Finance Investment
8	FINAL TERMS DATED 18 MAY 2015 BNP Paribas Arbitrage Issuance B.V. (Incorporated in The Netherlands) (as Issuer) BNP Paribas (incorporated in France) Add to Reading List Source URL: www.ngm.se Language: English - Date: 2015-05-18 08:17:08 Finance Corporate finance Equity securities Options Warrant Futures contract Preferred stock Derivative Securities Financial economics Investment Stock market
9	Journal of Monetary Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Monetary Economics journal homepage: www.elsevier.com/locate/jme Add to Reading List Source URL: www.antoniomele.org Language: English - Date: 2013-04-23 11:29:25 Investment VIX Volatility Implied volatility Stochastic volatility Valuation of options Option Volatility arbitrage Mathematical finance Financial economics Finance
10	FINAL TERMS DATED 6 APRIL 2015 BNP Paribas Arbitrage Issuance B.V. (Incorporated in The Netherlands) (as Issuer) BNP Paribas (incorporated in France) Add to Reading List Source URL: www.ngm.se Language: English - Date: 2015-04-08 05:45:42 Finance Corporate finance Equity securities Options Warrant Futures contract Preferred stock Derivative Securities Financial economics Investment Stock market

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