Financial engineering and arbitrage in the financial markets:
A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hed...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2011
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | DE-473 Volltext |
| Zusammenfassung: | A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives a |
| Beschreibung: | Includes bibliographical references and index Financial Engineering and Arbitragein the Financial Markets; Contents; Introduction; 1 Purpose and Structure of Financial Markets; 1.1 Overview of Financial Markets; 1.2 Risk Sharing; 1.3 Transactional Structure of Financial Markets; 1.4 Arbitrage: Pure Versus Relative Value; 1.5 Financial Institutions: Transforming Intermediaries vs Broker-Dealers; 1.6 Primary (Issuance) and Secondary (Resale) Markets; 1.7 Market Players: Hedgers vs Speculators; 1.8 Preview of the Book; PART I RELATIVE VALUE BUILDING BLOCKS; 2 Spot Markets; 2.1 Bonds and Annual Bond Math; 2.1.1 Zero-Coupon Bond |
| Beschreibung: | 1 Online-Ressource (xii, 367 p) |
| ISBN: | 9781118467343 9781119950646 9781119950622 9781119950639 1119950627 1118467345 |
Internformat
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| 520 | |a A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives a | ||
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| id | DE-604.BV040318467 |
| illustrated | Not Illustrated |
| indexdate | 2024-09-06T00:05:13Z |
| institution | BVB |
| isbn | 9781118467343 9781119950646 9781119950622 9781119950639 1119950627 1118467345 |
| language | English |
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| publishDate | 2011 |
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| spelling | Financial engineering and arbitrage in the financial markets Robert Dubil 1. publ. Chichester Wiley 2011 1 Online-Ressource (xii, 367 p) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index Financial Engineering and Arbitragein the Financial Markets; Contents; Introduction; 1 Purpose and Structure of Financial Markets; 1.1 Overview of Financial Markets; 1.2 Risk Sharing; 1.3 Transactional Structure of Financial Markets; 1.4 Arbitrage: Pure Versus Relative Value; 1.5 Financial Institutions: Transforming Intermediaries vs Broker-Dealers; 1.6 Primary (Issuance) and Secondary (Resale) Markets; 1.7 Market Players: Hedgers vs Speculators; 1.8 Preview of the Book; PART I RELATIVE VALUE BUILDING BLOCKS; 2 Spot Markets; 2.1 Bonds and Annual Bond Math; 2.1.1 Zero-Coupon Bond A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts. We can quantify the risk that is hedged and the risk that is left as the residual exposure. If we learn to view all financial trades and securities as engineered packages of building blocks, then we can analyze in which structures some parts may be cheap and some may be rich. It is this relative value arbitrage principle that drives a BUSINESS & ECONOMICS / Finance bisacsh Mathematik Wirtschaft Financial engineering Arbitrage Capital market Investments / Mathematics Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Financial Engineering (DE-588)4208404-0 gnd rswk-swf Arbitrage (DE-588)4002820-3 gnd rswk-swf Financial Engineering (DE-588)4208404-0 s Arbitrage (DE-588)4002820-3 s Kapitalmarkt (DE-588)4029578-3 s DE-604 Dubil, Robert Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118467343 Verlag Volltext |
| spellingShingle | Financial engineering and arbitrage in the financial markets BUSINESS & ECONOMICS / Finance bisacsh Mathematik Wirtschaft Financial engineering Arbitrage Capital market Investments / Mathematics Kapitalmarkt (DE-588)4029578-3 gnd Financial Engineering (DE-588)4208404-0 gnd Arbitrage (DE-588)4002820-3 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4208404-0 (DE-588)4002820-3 |
| title | Financial engineering and arbitrage in the financial markets |
| title_auth | Financial engineering and arbitrage in the financial markets |
| title_exact_search | Financial engineering and arbitrage in the financial markets |
| title_full | Financial engineering and arbitrage in the financial markets Robert Dubil |
| title_fullStr | Financial engineering and arbitrage in the financial markets Robert Dubil |
| title_full_unstemmed | Financial engineering and arbitrage in the financial markets Robert Dubil |
| title_short | Financial engineering and arbitrage in the financial markets |
| title_sort | financial engineering and arbitrage in the financial markets |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Mathematik Wirtschaft Financial engineering Arbitrage Capital market Investments / Mathematics Kapitalmarkt (DE-588)4029578-3 gnd Financial Engineering (DE-588)4208404-0 gnd Arbitrage (DE-588)4002820-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Mathematik Wirtschaft Financial engineering Arbitrage Capital market Investments / Mathematics Kapitalmarkt Financial Engineering |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118467343 |
| work_keys_str_mv | AT dubilrobert financialengineeringandarbitrageinthefinancialmarkets |