Arbitrage: While dealing in the derivatives market, you are essentially betting on the future increase or decline in stock prices. As a result, many stock traders use the segment to enhance their profits. This is called arbitrage. Hedging: ...
When they do not, arbitrage opportunities arise: an investor who spots the misalignment will be able to buy (sell) options on the one hand, and sell (buy) futures on the other and make risk-free profits. Historical data suggest that option and futures prices on the LIFFE Market do not ...
金融数学或者经济数学方向的书单 1. Futures, Options and other derivatives--by John Hull. 这本书不用多说了,买就是了。不管是找工作还是senior quant都会用到。 John Hull 也是非常厉害的,各个方面都有开创性的成果。现在Toronto Uni. 2. Arbitrage theory in continuous time--by Tomas Bjork 这本书非常...
Large hedge funds playing the ETF arbitrage game are starting to unwind their positions, putting more selling pressure on Bitcoin, says BitMEX co-founder Arthur Hayes. 20003 Market Analysis Bitcoin comes back to life — Does data support a rally to $100K and higher?
Futures pricing is intuitively easy to understand. Under the cost-of-carry pricing model, the futures price should be the same as the current spot price plus the cost of carrying or storing the underlying asset until the maturity of the futures contract. Arbitrage activity will occur and rectify...
Arbitrage Theory in Continuous Ti... 9.5 Foundations of Financial Markets a... 9.5 Valuation 9.5 Asset Pricing and Portfolio Choice ... 9.7 A Practical Guide To Quantitative Fi... 9.4 The Alchemy of Finance 8.9 投资银行 (原书第2版) 8.4 Heard on the Street 9.1 My Life...
一般no-arbitrage下basis是0;若basis 为负,即证券的现金价值低于其对应的期货价格,就 buy the basis:purchase bond,sell bond futures 第二种:currency swap currency swap里又有basis,但就是另一个东西: cross-currency basis swap是currency swasp的一种,一般不互换本金(currency swap是可以互换本金的,只是这种一...
ICE extends white sugar futures curve allowing hedging out to December 2025 Published March 2023 Author David Farrell COO, ICE Futures U.S. Intercontinental Exchange Error! An unexpected error has occurred! Why Financial Participants Matter to the Commodity Markets Read now...
CQG AutoTrader is endowed with key features like automated order entry systems together with innovative trading interfaces complete with real time market info and advanced risk tools - all designed for various trade approaches including scalping, swing trading or arbitrage opportunities. ...
The HSI futures and options provide investors with a set of effective instruments to manage portfolio risk and to capture index arbitrage opportunities. The popularity of Hang Seng Index futures and options has developed gradually with increasing domestic and international investors' participation. Proven...