Financial engineering and arbitrage in the financial markets
Dubil, Robert.
creator
text
bibliography
Electronic books.
enk
Chichester, West Sussex, UK
Hoboken, NJ
John Wiley
2011
monographic
eng
1 online resource (xii, 367 pages).
A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives a.
Financial Engineering and Arbitragein the Financial Markets; Contents; Introduction; 1 Purpose and Structure of Financial Markets; 1.1 Overview of Financial Markets; 1.2 Risk Sharing; 1.3 Transactional Structure of Financial Markets; 1.4 Arbitrage: Pure Versus Relative Value; 1.5 Financial Institutions: Transforming Intermediaries vs Broker-Dealers; 1.6 Primary (Issuance) and Secondary (Resale) Markets; 1.7 Market Players: Hedgers vs Speculators; 1.8 Preview of the Book; PART I RELATIVE VALUE BUILDING BLOCKS; 2 Spot Markets; 2.1 Bonds and Annual Bond Math; 2.1.1 Zero-Coupon Bond.
Robert Dubil.
Includes bibliographical references and index.
Financial engineering
Arbitrage
Capital market
Investments
Mathematics
Arbitrage
Capital market
Financial engineering
Investments
Mathematics
BUSINESS & ECONOMICS
Finance
Arbitrage
Capital market
Financial engineering
Investments
Mathematics
HG4523 .D83 2011eb
332/.041
Financial engineering and arbitrage in the financial markets
Dubil, Robert.
Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011
(DLC) 2011017543
(OCoLC)720025628
Wiley finance series
9781119950622
1119950627
9781118467343
1118467345
10.1002/9781118467343 Wiley InterScience
http://onlinelibrary.wiley.com/book/10.1002/9781118467343
http://onlinelibrary.wiley.com/book/10.1002/9781118467343
N$T
111024
20171224113728.0
ocn758384533
eng