Arbitrage

Michael Allingham
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Michael Allingham: University of Kent

in Palgrave Macmillan Books from Palgrave Macmillan

Date: 1991
ISBN: 978-1-349-21385-6
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Chapters in this book:

Ch 1 Securities and Arbitrage

Michael Allingham

Ch 2 The Basic Arbitrage Theorem

Michael Allingham

Ch 3 Exact Arbitrage: A Capital Asset Pricing Model

Michael Allingham

Ch 4 Approximate Arbitrage: The Arbitrage Pricing Technique

Michael Allingham

Ch 5 Static Arbitrage: Forwards and Futures

Michael Allingham

Ch 6 Dynamic Arbitrage: Options

Michael Allingham

Ch 7 Information Arbitrage: Market Efficiency

Michael Allingham

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DOI: 10.1007/978-1-349-21385-6

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