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The top documents tagged [possibility of arbitrage]
On-line International Price Discrimination with and without Arbitrage conditions Enrico Bachis Claudio A Piga Nottingham UniversityLoughborough University
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Counting Money
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Differences between quantitative finance and nuclear physics
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©David Dubofsky and 5-1 Thomas W. Miller, Jr. Chapter 5 Determining Forward and Futures Prices In a well functioning market, the forward price of carry-type
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1 Dynamic Hedge Ratio for Stock Index Futures: Application of Threshold VECM Written by Ming-Yuan Leon Li Applied Economics, (SSCI journal), published
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On-line International Price Discrimination with and without Arbitrage conditions
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Few Selected Problems Chapter 4. 1. From base price levels of 100 in 2000, Japanese and U.S. price levels in 2003 stood at 102 and 106, respectively
232 views
Chapter 5 Determining Forward and Futures Prices
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