03893cam a2200697Ka 4500 ocn758384533 OCoLC 20171116095355.0 m o d cr cnu---unuuu 111024s2011 enk ob 001 0 eng d 2011017543 9781119950622 (electronic bk.) 1119950627 (electronic bk.) 9781118467343 (electronic bk.) 1118467345 (electronic bk.) 9780470746011 0470746017 AU@ 000053284788 CHNEW 000608881 DEBSZ 396995667 DKDLA 820120-katalog:000587986 NZ1 14675267 (OCoLC)758384533 (OCoLC)796001743 (OCoLC)961614385 (OCoLC)962618026 10.1002/9781118467343 Wiley InterScience http://www3.interscience.wiley.com N$T eng pn N$T CDX YDXCP E7B EBLCP REDDC OCLCQ MERUC UIU DG1 OCLCQ NLGGC OCLCF DEBSZ OCLCQ COO S3O OCLCQ AZK MAIN HG4523 .D83 2011eb BUS 027000 bisacsh 332/.041 23 Dubil, Robert. Financial engineering and arbitrage in the financial markets / Robert Dubil. [electronic resource] Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011. 1 online resource (xii, 367 pages). text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance 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. Print version record. Financial engineering. Arbitrage. Capital market. Investments Mathematics. Arbitrage. Capital market. Financial engineering. Investments Mathematics. BUSINESS & ECONOMICS Finance. bisacsh Arbitrage. fast (OCoLC)fst00812760 Capital market. fast (OCoLC)fst00846356 Financial engineering. fast (OCoLC)fst00924623 Investments Mathematics. fast (OCoLC)fst00978278 Electronic books. Print version: Dubil, Robert. Financial engineering and arbitrage in the financial markets. Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011 9780470746011 (DLC) 2011017543 (OCoLC)720025628 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118467343 Wiley Online Library ddc BK 205321 205321