Risk arbitrage

Results: 274



#Item
51Foreign exchange market / International finance / Financial markets / Actuarial science / Interest rate parity / Covered interest arbitrage / Forward exchange rate / Arbitrage / Forward contract / Economics / Finance / Financial economics

WHAT COVERED INTEREST PARITY IMPLIES ABOUT THE THEORY OF UNCOVERED INTEREST PARITY AND RISK PRMIUMS John Pippenger Department of Economics University of California Santa Barbara, California 93106

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Source URL: www.econ.ucsb.edu

Language: English - Date: 2012-06-01 13:34:39
52Arbitrage / Commodity / Business / Futures contract / Economics / Hedge

Risk Premia in Crude Oil Futures Prices∗ James D. Hamilton† Jing Cynthia Wu‡ Department of Economics

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Source URL: econweb.ucsd.edu

Language: English - Date: 2013-05-09 16:49:30
53Financial markets / Economics / Arbitrage / Risk-neutral measure / Fundamental theorem of asset pricing / Futures contract / Portfolio / Derivative / Valuation / Financial economics / Finance / Mathematical finance

Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2009-03-14 09:55:18
54Mathematical finance / Financial markets / Options / Arbitrage / Forward contract / Spot contract / Risk-neutral measure / Futures contract / Yield curve / Financial economics / Finance / Economics

Editors: Department of Business Administration Faculty of Business Administration and Economics Passau University Germany

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Source URL: www.wiwi.uni-passau.de

Language: English - Date: 2009-03-14 09:55:18
55Finance / Convertible arbitrage / Convertible bond / Arbitrage / Risk arbitrage / Hedge fund / Proprietary trading / Long-Term Capital Management / Futures contract / Financial economics / Investment / Financial markets

Slow Moving Capital By Mark Mitchell, Lasse Heje Pedersen, and Todd Pulvino* Unlike textbook arbitrageurs who instantaneously trade when prices deviate from fundamental values, real world arbitrageurs must overcome vario

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Source URL: docs.lhpedersen.com

Language: English - Date: 2007-08-27 14:24:38
56Economics / Mathematical finance / Financial risk / Pricing / Liquidity risk / Market liquidity / Bid–offer spread / Arbitrage / Futures contract / Financial economics / Financial markets / Finance

R Foundations and Trends in Finance Vol. 1, No[removed]–364 c 2006 Y. Amihud, H. Mendelson, and L.H. Pedersen

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Source URL: docs.lhpedersen.com

Language: English - Date: 2006-02-09 08:55:08
57Stock market / Financial markets / Financial risk / Futures contract / Clearing house / Over-the-counter / LCH.Clearnet / Arbitrage / ACT / Financial economics / Finance / Financial system

Working Paper/Document de travail[removed]When Lower Risk Increases Profit: Competition and Control of a Central Counterparty

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Source URL: www.bankofcanada.ca

Language: English - Date: 2012-11-09 11:52:08
58Financial markets / Economics / Capital asset pricing model / Futures contract / Quantitative analyst / Consumption-based capital asset pricing model / Arbitrage / Risk / Financial economics / Mathematical finance / Finance

Margin-Based Asset Pricing and the Law of One Price

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Source URL: docs.lhpedersen.com

Language: English - Date: 2010-05-18 09:35:52
59Mathematical finance / Economics / Capital asset pricing model / Futures contract / Noise trader / Arbitrage / Stock market / Quantitative analyst / Modern portfolio theory / Financial economics / Financial markets / Finance

Noise Trader Risk in Financial Markets Author(s): J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann Source: The Journal of Political Economy, Vol. 98, No. 4 (Aug., 1990), pp[removed]Published

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Source URL: ms.mcmaster.ca

Language: English - Date: 2010-11-02 17:03:50
60Mathematical finance / Inflation / Futures contract / Monetary policy / Risk-neutral measure / Interest / Arbitrage / Economic model / Economics / Financial economics / Finance

Dilemma not Trilemma? Capital Controls and Exchange Rates with Volatile Capital Flows

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Source URL: www.imf.org

Language: English - Date: 2013-11-07 10:04:23
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