An Arbitrage Guide to Financial Markets

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An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simplicity and the commonalities of all markets. The book shuns stochastic calculus in favor of cash flow details of arbitrage trades. All math is simple, but there is lots of it. The book reflects the relative value mentality of an ...

An Arbitrage Guide to Financial Markets 2004, John Wiley & Sons, Chichester, England

ISBN-13: 9780470853320

Hardcover

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