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019 _a796001743
_a961614385
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020 _a9781119950622
_q(electronic bk.)
020 _a1119950627
_q(electronic bk.)
020 _a9781118467343
_q(electronic bk.)
020 _a1118467345
_q(electronic bk.)
020 _z9780470746011
020 _z0470746017
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035 _a(OCoLC)758384533
_z(OCoLC)796001743
_z(OCoLC)961614385
_z(OCoLC)962618026
037 _a10.1002/9781118467343
_bWiley InterScience
_nhttp://www3.interscience.wiley.com
050 4 _aHG4523
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072 7 _aBUS
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082 0 4 _a332/.041
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049 _aMAIN
100 1 _aDubil, Robert.
245 1 0 _aFinancial engineering and arbitrage in the financial markets /
_cRobert Dubil.
260 _aChichester, West Sussex, UK ;
_aHoboken, NJ :
_bJohn Wiley,
_c2011.
300 _a1 online resource (xii, 367 pages).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley finance
504 _aIncludes bibliographical references and index.
588 0 _aPrint version record.
505 0 _aFinancial 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.
520 _aA 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.
650 0 _aFinancial engineering.
650 0 _aArbitrage.
650 0 _aCapital market.
650 0 _aInvestments
_xMathematics.
650 4 _aArbitrage.
650 4 _aCapital market.
650 4 _aFinancial engineering.
650 4 _aInvestments
_xMathematics.
650 7 _aBUSINESS & ECONOMICS
_xFinance.
_2bisacsh
650 7 _aArbitrage.
_2fast
_0(OCoLC)fst00812760
650 7 _aCapital market.
_2fast
_0(OCoLC)fst00846356
650 7 _aFinancial engineering.
_2fast
_0(OCoLC)fst00924623
650 7 _aInvestments
_xMathematics.
_2fast
_0(OCoLC)fst00978278
655 4 _aElectronic books.
776 0 8 _iPrint version:
_aDubil, Robert.
_tFinancial engineering and arbitrage in the financial markets.
_dChichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011
_z9780470746011
_w(DLC) 2011017543
_w(OCoLC)720025628
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118467343
_zWiley Online Library
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