Randall S. Billingsley
Abstract
Preface. 1. Arbitrage, Hedging, and the Law of One Price. 2. Arbitrage in Action. 3. Cost of Carry Pricing. 4. International Arbitrage. 5. Put-Call Parity and Arbitrage. 6. Option Pricing. 7. Arbitrage and the (Ir)Relevance of Capital Structure. References and Further Reading. Index.
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Preface. 1. Arbitrage, Hedging, and the Law of One Price. 2. Arbitrage in Action. 3. Cost of Carry Pricing. 4. International Arbitrage. 5. Put-Call Parity and Arbitrage. 6. Option Pricing. 7. Arbitrage and the (Ir)Relevance of Capital Structure. References and Further Reading. Index.
Key concepts: Arbitrage, Index arbitrage, Risk arbitrage, Arbitrage pricing theory, Fixed income arbitrage, Statistical arbitrage, Economics, Financial economics