Understanding arbitrage : an intuitive approach to financial analysis / Randall S. Billingsley
Imprint
Upper Saddle River, N.J. : Wharton School Pub., 2006
Descript
xviii, 202 p. : ill
CONTENT
Arbitrage, hedging, and the law of one price -- Arbitrage in action -- Cost of carry pricing -- International arbitrage -- Put-call parity and arbitrage -- Option pricing -- Arbitrage and the (Ir)Relevance of capital structure