Risk arbitrage

Results: 274



#Item
251Financial markets / Mathematical finance / Probability theory / Risk-neutral measure / Efficient-market hypothesis / Hedge / Utility / Risk / Arbitrage / Financial economics / Finance / Economics

Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs∗ Darrell Duffie June 14, 2014 Abstract

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Source URL: www.darrellduffie.com

Language: English - Date: 2014-06-16 15:38:16
252Investment / Financial markets / Financial services / Hedge funds / Structured finance / Hedge fund / Convertible bond / Arbitrage / Asset allocation / Financial economics / Finance / Economics

Risk in Fixed-Income Hedge Fund Styles WILLIAM FUNG lC

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Source URL: www.edge-fund.com

Language: English - Date: 2005-10-27 17:06:55
253Mathematical finance / Actuarial science / Credit Valuation Adjustment / Credit default swap / Valuation / Financial system / Credit risk / Arbitrage / Forward contract / Financial economics / Finance / Financial risk

Counterparty Risk and Funding: arXiv:1210.5046v1 [q-fin.RM] 18 Oct 2012 The Four Wings of the TVA St´ephane Cr´epey, R´emi Gerboud, Zorana Grbac and Nathalie Ngor

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Source URL: arxiv.org

Language: English - Date: 2012-10-18 20:38:10
254Financial markets / Financial services / Funds / Financial risk / Hedge fund / Market neutral / Convertible arbitrage / Hedge / Fund of funds / Financial economics / Finance / Investment

Benefits and Risks of Alternative Investment Strategies* Noël Amenc Professor of Finance at Edhec Director of Research and Development, Misys Asset Management Systems Lionel Martellini

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Source URL: www.edge-fund.com

Language: English - Date: 2005-10-27 16:26:24
255Economics / Price discrimination / Insurance / Adverse selection / Life insurance / Arbitrage / Price / Risk purchasing group / Monopoly / Business / Marketing / Pricing

Non-Risk Price Discrimination in Insurance: Market Outcomes and Public Policy

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Source URL: www.guythomas.org.uk

Language: English - Date: 2012-12-12 07:31:32
256Economics / Financial markets / Actuarial science / Capital asset pricing model / Rational pricing / Risk premium / Risk-neutral measure / Futures contract / Arbitrage / Financial economics / Mathematical finance / Finance

TEACHING NOTE 96-02: RISK NEUTRAL PRICING IN DISCRETE TIME Version date: July 24, 2008

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-07-24 17:48:11
257Finance / Capital asset pricing model / Arbitrage pricing theory / Stephen Ross / Security market line / Fundamental theorem of asset pricing / Risk / Arbitrage / Principal–agent problem / Financial economics / Mathematical finance / Economics

Collected Works of Stephen A. Ross: Some Highlights

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Source URL: www.carlsonschool.umn.edu

Language: English - Date: 2012-10-24 20:55:55
258Financial markets / Mathematical finance / Arbitrage / Hedge fund / Basel II / Futures contract / Risk-neutral measure / Capital requirement / Proprietary trading / Financial economics / Finance / Investment

Certified Hedge Fund Compliance Expert (CHFCE) - Part 14 International Association of Hedge Funds

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Source URL: www.hedge-funds-association.com

Language: English - Date: 2009-10-26 11:54:00
259Arbitrage / Futures contract / Forward contract / Financial economics / Damiano Brigo / Finance

Second Conference on The Mathematics of Credit Risk, Princeton May 23-24, 2008

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Source URL: orfe.princeton.edu

Language: English - Date: 2008-05-30 17:13:28
260Mathematical finance / Semimartingale / Fractional Brownian motion / Risk-neutral measure / Wiener process / Quadratic variation / Brownian motion / Normal distribution / No free lunch with vanishing risk / Statistics / Stochastic processes / Martingale theory

Mathematical Finance, Vol. 7, No. 1 (January 1997), 95–105 ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION

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Source URL: www.long-memory.com

Language: English - Date: 2006-08-22 10:40:28
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