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Guerard, John Baynard; Saxena, Anureet; Gültekin, … - 2021 - Second edition

This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various...

Persistent link: https://www.econbiz.de/10012203303

Segmented Arbitrage

Siriwardane, Emil N.; Sunderam, Adi; Wallen, Jonathan L. - National Bureau of Economic Research - 2022

We use arbitrage activity in equity, fixed income, and foreign exchange markets to characterize the frictions and … constraints facing intermediaries. The average pairwise correlation between the 29 arbitrage spreads that we study is 21%. These … segmentation drive arbitrage dynamics. First, funding is segmented--certain trades rely on specific funding sources, making their …

Persistent link: https://www.econbiz.de/10013435123

Topics in numerical methods for finance

Cummins, Mark (contributor) - 2012

Persistent link: https://www.econbiz.de/10013471018

Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen

Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage

Persistent link: https://www.econbiz.de/10014012257

Investment Valuation and Asset Pricing : Models and Methods

Kolari, James W.; Pynnönen, Seppo - 2023

-- Chapter 7: Arbitrage Pricing Theory -- Chapter 8: Multifactor Models -- Chapter 9: A Special Case of Zero-Beta CAPM -- Chapter …

Persistent link: https://www.econbiz.de/10013504695

Kapitalmarktmodelle und Aktienbewertung : eine statistisch-ökonometrische Analyse

Kosfeld, Reinhold - 1996

Persistent link: https://www.econbiz.de/10000947025

Intermediate financial theory

Danthine, Jean-Pierre; Donaldson, John B. - 2015 - Third edition

and the arbitrage perspectives on valuation and pricing, and a new chapter on asset management for the long-term investor. …: Equilibrium versus Arbitrage -- 2.4 Decomposing Risk Premia -- 2.5 Models and Stylized Facts -- 2.5.1 The Equity Premium -- 2 …

Persistent link: https://www.econbiz.de/10012684153

Neoclassical finance

Ross, Stephen A. - 2005

Persistent link: https://www.econbiz.de/10002151540

Bewertungsmechanismen und der Stand der Integration auf dem europäischen Aktienmarkt

Sidorovitch, Irina - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003990193

Neoclassical Finance

Ross, Stephen A - 2009

Frontmatter -- CONTENTS -- PREFACE -- ONE. NO ARBITRAGE: THE FUNDAMENTAL THEOREM OF FINANCE -- TWO. BOUNDING THE … a generation of theoretical and empirical advances in the field. Stephen Ross developed the no arbitrage principle …

Persistent link: https://www.econbiz.de/10014488090