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Arbitrage-free option-pricing models
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Yield curve option-pricing models.
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Arbitrage pricing theory (apt), английский
- An alternative model to the capital asset pricing model developed by stephen ross and based purely on arbitrage arguments. the apt implies that there are multiple risk factors that need to be taken into account when calculating risk-adjusted performance o
- An alternative model to the capital asset pricing model developed by stephen ross and based purely on arbitrage arguments. the apt implies that there are multiple risk factors that need to be taken into account when calculating risk-adjusted performance or alpha.
Arbitrage bonds, английский
Municipality issued bonds issued intended to gain an interest rate advantage by refunding a higher-rate bond in ahead of their call date. lower-rate refunding issue proceeds are invested in treasuries until the first call date of the higher-rate issue.
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