| 000 | 03918cam a2200721Ka 4500 | ||
|---|---|---|---|
| 001 | ocn758384533 | ||
| 003 | OCoLC | ||
| 005 | 20230823095214.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 111024s2011 enk ob 001 0 eng d | ||
| 010 | _z 2011017543 | ||
| 040 |
_aN$T _beng _epn _cN$T _dCDX _dYDXCP _dE7B _dEBLCP _dREDDC _dOCLCQ _dMERUC _dUIU _dDG1 _dOCLCQ _dNLGGC _dOCLCF _dDEBSZ _dOCLCQ _dCOO _dS3O _dOCLCQ _dAZK |
||
| 019 |
_a796001743 _a961614385 _a962618026 |
||
| 020 |
_a9781119950622 _q(electronic bk.) |
||
| 020 |
_a1119950627 _q(electronic bk.) |
||
| 020 |
_a9781118467343 _q(electronic bk.) |
||
| 020 |
_a1118467345 _q(electronic bk.) |
||
| 020 | _z9780470746011 | ||
| 020 | _z0470746017 | ||
| 029 | 1 |
_aAU@ _b000053284788 |
|
| 029 | 1 |
_aCHNEW _b000608881 |
|
| 029 | 1 |
_aDEBSZ _b396995667 |
|
| 029 | 1 |
_aDKDLA _b820120-katalog:000587986 |
|
| 029 | 1 |
_aNZ1 _b14675267 |
|
| 035 |
_a(OCoLC)758384533 _z(OCoLC)796001743 _z(OCoLC)961614385 _z(OCoLC)962618026 |
||
| 037 |
_a10.1002/9781118467343 _bWiley InterScience _nhttp://www3.interscience.wiley.com |
||
| 050 | 4 |
_aHG4523 _b.D83 2011eb |
|
| 072 | 7 |
_aBUS _x027000 _2bisacsh |
|
| 082 | 0 | 4 |
_a332/.041 _223 |
| 049 | _aMAIN | ||
| 100 | 1 | _aDubil, Robert. | |
| 245 | 1 | 0 |
_aFinancial engineering and arbitrage in the financial markets / _cRobert Dubil. |
| 260 |
_aChichester, West Sussex, UK ; _aHoboken, NJ : _bJohn Wiley, _c2011. |
||
| 300 | _a1 online resource (xii, 367 pages). | ||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
||
| 490 | 1 | _aWiley finance | |
| 504 | _aIncludes bibliographical references and index. | ||
| 588 | 0 | _aPrint version record. | |
| 505 | 0 | _aFinancial 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. | |
| 520 | _aA 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. | ||
| 650 | 0 | _aFinancial engineering. | |
| 650 | 0 | _aArbitrage. | |
| 650 | 0 | _aCapital market. | |
| 650 | 0 |
_aInvestments _xMathematics. |
|
| 650 | 4 | _aArbitrage. | |
| 650 | 4 | _aCapital market. | |
| 650 | 4 | _aFinancial engineering. | |
| 650 | 4 |
_aInvestments _xMathematics. |
|
| 650 | 7 |
_aBUSINESS & ECONOMICS _xFinance. _2bisacsh |
|
| 650 | 7 |
_aArbitrage. _2fast _0(OCoLC)fst00812760 |
|
| 650 | 7 |
_aCapital market. _2fast _0(OCoLC)fst00846356 |
|
| 650 | 7 |
_aFinancial engineering. _2fast _0(OCoLC)fst00924623 |
|
| 650 | 7 |
_aInvestments _xMathematics. _2fast _0(OCoLC)fst00978278 |
|
| 655 | 4 | _aElectronic books. | |
| 776 | 0 | 8 |
_iPrint version: _aDubil, Robert. _tFinancial engineering and arbitrage in the financial markets. _dChichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011 _z9780470746011 _w(DLC) 2011017543 _w(OCoLC)720025628 |
| 830 | 0 | _aWiley finance series. | |
| 856 | 4 | 0 |
_uhttp://dx.doi.org/10.1002/9781118467343 _zWiley Online Library |
| 994 |
_a92 _bDG1 |
||
| 999 |
_c19087 _d19046 |
||
| 526 | _bfin | ||