'Arbitrage opportunities' presentation slideshows

Arbitrage

Arbitrage. Empirical Corporate Finance ECON 2727. Core Concepts. Law of One Price Market Efficiency Equilibrium Arbitrage Limits to Arbitrage Arbitrage in Real Asset Markets. Arbitrage.

608 views • 44 slides

The Black-Scholes Model

1.38k views • 42 slides

On-line International Price Discrimination with and without Arbitrage conditions

On-line International Price Discrimination with and without Arbitrage conditions. Enrico Bachis Claudio A Piga Nottingham University Loughborough University. Introduction. A new form of Price Discrimination on-line Surprisingly, this comes with Arbitrage opportunities

852 views • 28 slides

On-line International Price Discrimination with and without Arbitrage conditions

On-line International Price Discrimination with and without Arbitrage conditions. Enrico Bachis Claudio A Piga Nottingham University Loughborough University. Introduction. A new form of Price Discrimination on-line Surprisingly, this comes with Arbitrage opportunities

456 views • 28 slides

Lecture 2: Option Theory

Lecture 2: Option Theory. How To Price Options. The critical factor when trading in options, is determining a fair price for the option. The binomial model for option pricing. Computes the value of a call option

425 views • 27 slides

513 views • 25 slides

October 2000

October 2000. Confidential & Proprietary. Management Presentation Wheatland Overview. Wheatland Overview. Overview. Plant Description: 508 MW (nominal) natural gas-fired, simple-cycle facility Location: 60-acre tract in Wheatland, Indiana, in southern subregion of ECAR

308 views • 18 slides

Economics 434 Theory of Financial Markets

Economics 434 Theory of Financial Markets. Professor Edwin T Burton Economics Department The University of Virginia. Finite State Approach. Usually we assume an infinite number of states of the world ( uncountably infinite, in fact)

271 views • 17 slides

Linear Algebra and Pricing

204 views • 14 slides

Lec 12A: BOPM for Calls (Hull, Ch.12) Single-period BOPM ? Replicating Portfolio

Lec 12A: BOPM for Calls (Hull, Ch.12) Single-period BOPM ? Replicating Portfolio ? Risk-Neutral Probabilities How to Exploit Arbitrage Opportunities Multi-period BOPM ? Two-period Risk-Neutral Probabilities ? Two-period Replicating Portfolios

134 views • 13 slides

Deliverables for Sep 20

342 views • 10 slides

Investment Bank Structure (Typical Example of Primary & Secondary Trading)

Rates. Structured. Credit. Equities. Investment Bank Structure (Typical Example of Primary & Secondary Trading). Govt/Agencies Sovereigns (non US) FX spot/options Municipals IR Swaps/Deriv Money Market (CP) Commodities. Corporates Bonds Derivatives Mortgage-backed

119 views • 10 slides