Risk arbitrage

Results: 274



#Item
201Finance / Investment / Stock market / Arbitrage / Futures contract / Volatility / Index arbitrage / Day trading / Risk-neutral measure / Financial economics / Financial markets / Mathematical finance

Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:52:43
202Mathematical finance / Financial risk / Actuarial science / Autoregressive conditional heteroskedasticity / Econometrics / Arbitrage pricing theory / Economic model / Quantitative analyst / Risk / Financial economics / Economics / Statistics

Board of Governorsof the Federal Reserve System InternationalFinance DiscussionPapers Number 553 June 1996

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 18:16:14
203Mathematical finance / Fixed income analysis / Stochastic processes / Probability theory / Risk-neutral measure / Yield curve / Bond valuation / Futures contract / Forward price / Financial economics / Finance / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-10-03 14:34:21
204Futures contract / Financial markets / Arbitrage / Risk arbitrage

Initial Decision-Supplemental

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Source URL: www.sec.gov

Language: English - Date: 2007-11-23 17:58:09
205Options / Investment / Volatility smile / Implied volatility / Black–Scholes / Volatility / Convexity / VIX / Volatility arbitrage / Mathematical finance / Financial economics / Finance

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-

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:06
206Finance / Investment / High-frequency trading / Statistical arbitrage / Arbitrage / Dark liquidity / Volatility / Low latency / Algorithmic trading / Financial markets / Financial economics / Mathematical finance

Compliance and Risk Management in 21st Century Erozan Kurtas The Securities and Exchange Commission, as a matter of policy, disclaims responsibility for any private publication or statements by any of its employees. The

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Source URL: www.sec.gov

Language: English - Date: 2012-01-27 17:09:13
207Economics / Risk-neutral measure / Arbitrage / Black–Scholes / Capital asset pricing model / Complete market / Futures contract / State prices / Risk factor / Mathematical finance / Financial economics / Finance

Discussion Jason Wei Classifying asset-pricing models is a treacherous venture, because many seemingly distinct modelling frameworks are intricately related. However, for this discussion, I will put all financial asset-p

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:07
208Investment / Financial institutions / Economy of the Republic of Ireland / Solvency II Directive / Financial regulation / Systemic risk / PROGRES / Regulatory capture / Arbitrage / Economics / Financial economics / Financial markets

There is currently an active global discussion on the subject of group supervision

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Source URL: www.naic.org

Language: English - Date: 2011-08-16 16:09:02
209Economics / Financial risk / Structured finance / Bank / Credit risk / Market liquidity / Derivative / Arbitrage / Internal Ratings-Based Approach / Finance / Financial economics / Financial markets

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 17:44:26
210Financial markets / Funds / Financial services / Undertakings for Collective Investment in Transferable Securities Directives / Collateral management / Liquidity risk / Specialized investment fund / Arbitrage / Derivative / Financial economics / Finance / Investment

Microsoft Word[removed]10_CSSF_Responses_to_Consultation_UCITS VI.doc

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Source URL: ec.europa.eu

Language: English - Date: 2013-02-12 08:17:37
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