Convexity arbitrage : the idea which does not work
Year of publication: |
2022
|
---|---|
Authors: | Stádník, Bohumil |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2019361, p. 1-16
|
Subject: | convexity arbitrage | algorithmic trading | YTM shift | convexity | Theorie | Theory | Arbitrage | Elektronisches Handelssystem | Electronic trading | Arbitrage Pricing | Arbitrage pricing |
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