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Understanding arbitrage : an intuitive approach to financial analysis /

by Billingsley, Randall S.
Type: materialTypeLabelBookPublisher: Upper Saddle River, N.J. : Wharton School Pub., c2006Description: xviii, 202 p. : ill. ; 24 cm.ISBN: 0131470205; 9780131470200.Subject(s): Arbitrage | Speculation | Hedging (Finance) | "Dedicated to my parents who taught me the value fo education" by M. Florentin Class of 1969
Contents:
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 relevance of capital structure.
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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 relevance of capital structure.

Includes bibliographical references (p. 189-192) and index.

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