fairly valued equity futures depends heavily on the existence of active arbitrage in which stocks and futures are paired off … against one another by professional arbitrageurs seeking to exploit any mispricing. Current constraints on efficient arbitrage … execution. The result of these costs and constraints is that stock versus futures arbitrage in India is presently confined …

For the first time in the Turkish stock market, the width of the zero arbitrage band for BIST 30 stock index arbitrage … costs. This study also extends the literature of stock index arbitrage by utilizing intraday data to compute returns for … forward and reverse BIST 30 arbitrage once per minute for 2014 and 2015 futures contracts. These returns enable identification …

“Arbitrage CDOs” have recorded an explosive growth during the years before the outbreak of …

We apply Geometric Arbitrage Theory to obtain results in mathematical finance for credit markets, which do not need … dynamics for credit market allowing for arbitrage possibilities. Moreover, arbitrage credit bubbles for both base credit assets … and credit derivatives are explicitly computed for the market dynamics minimizing the arbitrage …

Derivatives valuation has strong theoretical support because models are derived from the principle that arbitrage … between the derivative and its underlying will eliminate riskless profits and drive the market price to the model value. "No-arbitrage …, not by theories. In this talk, I discuss how different the arbitrage trade is for different markets and different models …

arbitrage. Because of these limits, derivative securities can play primary roles in risk allocation and investors can demand …