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Risk arbitrage
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#	Item
81	Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:53 United States housing bubble Interest rates Banking Financial markets Foreign exchange market LIBOR–OIS spread Libor Swap Arbitrage Economics Finance Financial economics
82	2014 Sample FRM Part I Practice Exam Add to Reading List Source URL: www.garp.org Language: English - Date: 2013-12-04 15:42:37 Financial risk Actuarial science Risk management Futures contract Hedge Professional certification in finance Global Association of Risk Professionals Risk Arbitrage Financial economics Finance Economics
83	An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance Add to Reading List Source URL: www.hse.ru Language: English - Date: 2011-12-21 02:38:43 Finance Financial economics Mathematical finance Statistical inference Interest rates Yield curve Non-parametric statistics Bootstrapping Heath–Jarrow–Morton framework Fixed income analysis Economics Fixed income market
84	Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:53 United States housing bubble Interest rates Banking Financial markets Foreign exchange market LIBOR–OIS spread Libor Swap Arbitrage Economics Finance Financial economics
85	Merger Arbitrage and the Stock Market Crash of 1987 Add to Reading List Source URL: www.nber.org Language: English - Date: 2013-12-16 11:45:56 Financial markets Financial services Institutional investors Convertible arbitrage Convertible bond Hedge fund Arbitrage Risk arbitrage Long-Term Capital Management Financial economics Investment Finance
86	What happened to the quants in August 2007? Evidence from factors and transactions data∗ Amir E. Khandani† and Andrew W. Lo‡ ∗ Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2010-09-29 22:01:07 Financial services Subprime mortgage crisis Financial markets Hedge fund Statistical arbitrage Prime brokerage Long/short equity Quantitative analyst Liquidity risk Financial economics Finance Investment
87	On a Heath-Jarrow-Morton approach for stock markets Jan Kallsen Paul Kr¨ uhner Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 12:05:47 Statistics Stochastic processes Probability theory Risk-neutral measure Derivative Heath–Jarrow–Morton framework Martingale Arbitrage Generalizations of the derivative Mathematical analysis Mathematical finance Mathematics
88	Risk management, Arbitrage and Scenario generation for interest rates Risk management, Arbitrage and Scenario generation for interest rates Josef Teichmann ETH Z¨ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:56:57 Ethics Arbitrage Risk Futures contract Economic model Rational pricing RiskMetrics Financial economics Actuarial science Financial markets
89	The Merger Fund® Share class Ticker Add to Reading List Source URL: westchestercapitalfunds.com Language: English Financial markets Risk arbitrage Private equity Arbitrage Rate of return Market neutral Expense ratio Futures contract Portfolio Financial economics Finance Investment
90	Motivation Pricing Numerical example On Securitization, market completion and equilibrium Risk transfer Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:28 Finance United States housing bubble Probability theory Risk-neutral measure Securitization Tradability Futures contract Arbitrage Pricing Financial economics Business Mathematical finance