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Essays On Arbitrage Activities
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Book Synopsis Essays on Arbitrage Activities by : Umit Gurkan Gurun
Download or read book Essays on Arbitrage Activities written by Umit Gurkan Gurun and published by . This book was released on 2004 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Arbitrage Theory for a Class of Informational Markets by : Jun Deng
Download or read book Essays on Arbitrage Theory for a Class of Informational Markets written by Jun Deng and published by . This book was released on 2014 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis develops three major essays on Arbitrage Theory, Market's Viability and Informational Markets. The first essay (Chapter 3) elaborates the exact connections among the No-Unbounded-Profit-with-Bounded-Risk (called NUPBR hereafter) condition, the existence of the numeraire portfolio, and market's weak/local viability. These tight relationships together with the financial crisis become our principal financial/economic leitmotif for the development of the next essay. In the second essay (Chapter 4 - Chapter 6), we focus on quantifying with extreme precision the effect of some additional information/uncertainty on the non-arbitrage concepts. As a result, we describe the interplay of this extra information and the market's parameters for these non-arbitrage concepts to be preserved. Herein, we focus on the classical no-arbitrage and the NUPBR condition. This study contains two main parts. In the first part of this essay (Chapter 4), we analyze practical examples of market models and extra information/uncertainty, for which we construct explicit "classical" arbitrage opportunities generated by the extra infor- mation/uncertainty. These examples are built in Brownian filtration and in Poisson filtration as well. The second part (Chapters 5 and 6) addresses the NUPBR condition in two different directions. On the one hand, we describe the pairs of market model and random time for which the resulting informational market model fulfills the NUPBR condition. On the other hand, we characterize the random time models that preserve the NUPBR condition. These results are elaborated for general market models with special attention to practical models such as discrete-time and Levy market models. The last essay (Chapter 7) investigates the effect of additional information on the Structure Conditions. These conditions are the alternatives to the non-arbitrage and viability assumption in the Markowitz settings.
Book Synopsis Essays on Arbitrage by : Michael Scott Rashes
Download or read book Essays on Arbitrage written by Michael Scott Rashes and published by . This book was released on 1999 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Arbitrage in Expectations by : Evan G. Gatev
Download or read book Three Essays on Arbitrage in Expectations written by Evan G. Gatev and published by . This book was released on 2001 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Arbitrage and Rationality by : Dana R. Clyman
Download or read book Essays on Arbitrage and Rationality written by Dana R. Clyman and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Ph.D.-serie written by Davide Tomio and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Arbitrage Pricing Theory and Contagion in a Financial Network by : Felix Stang
Download or read book Essays on Arbitrage Pricing Theory and Contagion in a Financial Network written by Felix Stang and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Arbitrage, Trade Costs, and Real Exchange Rates by : In-gu Yi
Download or read book Essays on Arbitrage, Trade Costs, and Real Exchange Rates written by In-gu Yi and published by . This book was released on 2005 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Theory of Arbitrage Pricing by : Taychang Wang
Download or read book Essays on the Theory of Arbitrage Pricing written by Taychang Wang and published by . This book was released on 1988 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Arbitrage and Market Liquidity by : Davide Tomio
Download or read book Essays on Arbitrage and Market Liquidity written by Davide Tomio and published by . This book was released on 2017 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Risk Arbitrage by : Jia Wang
Download or read book Three Essays on Risk Arbitrage written by Jia Wang and published by ProQuest. This book was released on 2000 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Four Essays in Statistical Arbitrage in Equity Markets by : Jozef Rudy
Download or read book Four Essays in Statistical Arbitrage in Equity Markets written by Jozef Rudy and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Three Essays on Nonlinear Limits to Arbitrage by : Jinzhi Chen
Download or read book Three Essays on Nonlinear Limits to Arbitrage written by Jinzhi Chen and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on the Arbitrage Pricing Theory and Portfolio Performance Measurement by : Simon Lalancette
Download or read book Essays on the Arbitrage Pricing Theory and Portfolio Performance Measurement written by Simon Lalancette and published by . This book was released on 1992 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Arbitrage written by Rudi Weisweiller and published by . This book was released on 1986 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Two Essays in Arbitrage Pricing Analysis by : Andrew Mun Keung Cheung
Download or read book Two Essays in Arbitrage Pricing Analysis written by Andrew Mun Keung Cheung and published by . This book was released on 1994 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays in Statistical Arbitrage by : Hamad Alsayed
Download or read book Essays in Statistical Arbitrage written by Hamad Alsayed and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: