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Risk arbitrage
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111	FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-21 14:52:23 Probability theory Martingale Semimartingale Risk-neutral measure Local martingale Brownian motion Stopping time Wiener process Quadratic variation Statistics Stochastic processes Martingale theory
112	PDF Document Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-08-30 13:15:18 Financial markets Mathematical finance Stock market Financial services Hedge fund Arbitrage Risk arbitrage Exchange-traded fund Hedge Financial economics Finance Investment
113	Microsoft Word - AXA Enterprise Funds- press release[removed]doc Add to Reading List Source URL: www.gabelli.com Language: English - Date: 2009-11-16 18:48:01 Financial markets Collective investment schemes Financial services Funds Mario Gabelli GAMCO Investors Risk arbitrage Arbitrage Closed-end fund Financial economics Investment Finance
114	Microsoft Word - Gabelli and Company Becomes Distributor of Enterprise _am2_ _3_.doc Add to Reading List Source URL: www.gabelli.com Language: English - Date: 2009-11-16 18:49:49 Financial markets Financial services Collective investment schemes Funds Mario Gabelli GAMCO Investors Closed-end fund Risk arbitrage Arbitrage Financial economics Investment Finance
115	Contents at a Glance Introduction ................................................................ 1 AL Part I: It’s All about Portfolios ...................................... 7 Add to Reading List Source URL: media.wiley.com Language: English - Date: 2013-08-30 13:15:18 Investment Hedge fund Risk arbitrage Exchange-traded fund Hedge Arbitrage Alternative asset Commodity trading advisor Futures contract Financial economics Finance Financial markets
116	Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-03-21 16:16:52 Stochastic differential equations Mathematical finance Normal distribution Wiener process Ornstein–Uhlenbeck process Risk-neutral measure Martingale Itō diffusion Heat equation Statistics Stochastic processes Martingale theory
117	Tools of the Trade: The SocioTechnology of Arbitrage in a Wall Street Trading Room Daniel Beunza David Stark SFI WORKING PAPER: [removed] Add to Reading List Source URL: www.santafe.edu Language: English - Date: 2013-03-12 16:09:43 Investment Arbitrage Risk arbitrage Index arbitrage Quantitative analyst Futures contract Trading room Derivative Karin Knorr Financial markets Financial economics Finance
118	Optionality and Volatility Peter Carr at Morgan Stanley Rutgers MFPDE 2011 November 4, 2011 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2012-04-25 13:45:34 Options Investment Put–call parity Volatility Arbitrage Forward contract Moneyness Risk-neutral measure Futures contract Financial economics Mathematical finance Finance
119	Information, Market Integration and Efficiency: Evidence from South Indian Fishing Markets Add to Reading List Source URL: siteresources.worldbank.org Language: English - Date: 2006-12-12 14:20:43 Marketing Financial markets Arbitrage Perfect competition Law of one price Supply and demand Futures contract Risk-neutral measure Price Economics Pricing Mathematical finance
120	General Approaches for Modelling Liquidity Effects in Asset Markets and their Application to Risk Management Systems Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-05-27 14:36:54 Financial markets Mathematical finance Hedge fund Arbitrage Arrow–Debreu model Market liquidity Economic model Financial economics Finance Economics

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