The course gives an introduction to the most important notions and problems in mathematical finance. The theory of arbitrage for pricing and hedging derivatives (options) will be studied in the ...
The structural incentives for an issuer to call a European-style hybrid at its first call date are very strong. Read more ...
U.S. President Donald Trump hasn't yet imposed import tariffs on copper but the market is already pricing in the likelihood ...
A sizable spike in copper’s Comex value compared with other global exchanges has American traders acting with caution.
and the convertible-arbitrage buckets through 2020 before shifting to a more balanced approach in 2021 as merger deal flow improved while convertible bond pricing became less attractive.
We sell different types of products and services to both investment professionals and individual investors. These products and services are usually sold through license agreements or subscriptions ...
how to use arguments based on absence of systematic arbitrage to price financial assets the basics ... Master’s programme in Economics or the Master’s programme in Economic Theory and Econometrics ...
1. The investment objective of the fund is that " The scheme seeks to generate reasonable returns by predominantly investing in arbitrage opportunities in the cash and derivatives segments of the ...