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Download Financial Engineering and Arbitrage in the Financial Markets eBook

by Robert Dubil

Download Financial Engineering and Arbitrage in the Financial Markets eBook
ISBN:
0470746017
Author:
Robert Dubil
Category:
Finance
Language:
English
Publisher:
Wiley; 2 edition (October 3, 2011)
Pages:
380 pages
EPUB book:
1616 kb
FB2 book:
1579 kb
DJVU:
1238 kb
Other formats
docx lit lrf mobi
Rating:
4.5
Votes:
806


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Additional Physical Format: Print version: Dubil, Robert. Written by a highly experienced practitioner and academic, this book is an easy-to-understand guide to the complex world of today's financial markets.

Additional Physical Format: Print version: Dubil, Robert. Financial engineering and arbitrage in the financial markets. Chichester, West Sussex, UK ; Hoboken, NJ : John Wiley, 2011 (DLC) 2011017543 (OCoLC)720025628. Filled with insights and real life examples from the trading floor it is essential reading for anyone starting out in trading.

Filled with insights and real life examples from the trading floor, it is essential reading for anyone startingout in trading. A whole is worth the sum of its parts.

A whole is worth the sum of its parts. Filled with insights and real life examples from the trading floor, it is essential reading for anyone starting out in trading.

Goodreads helps you keep track of books you want to read It is this relative value arbitrage principle that drives all modern trading and investment.

Goodreads helps you keep track of books you want to read. Start by marking Financial Engineering and Arbitrage in the Financial Markets as Want to Read: Want to Read savin. ant to Read. It is this relative value arbitrage principle that drives all modern trading and investment.

Moreover, disturbances of two major financial markets need to be treated differently in the information set of policy-makers.

A whole is worth the sum of its parts. Moreover, disturbances of two major financial markets need to be treated differently in the information set of policy-makers.

In Robert’s spare time he enjoys piano, skiing the greatest snow on earth and tennis. His second serve could use a lot of improvement though.

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We can quantify the risk that is hedged and the risk that is left as the residual exposure.

Robert Dubil, drawing from his extensive prior trading experience, has made a significant contribution by writing an easy to understand book about . This book provides an excellent guide to the current state of the financial markets.

Robert Dubil, drawing from his extensive prior trading experience, has made a significant contribution by writing an easy to understand book about the complex world of today’s financial markets, using basic mathematical concepts. The book is filled with insights and real life examples about how traders approach the market and is required reading for anyone with an interest in understanding markets or a career in trading.

A whole is worth the sum of its parts. Even the most complexstructured bond, credit arbitrage strategy or hedge trade can bebroken down into its component parts, and if we understand theelemental components, we can then value the whole as the sum of itsparts. We can quantify the risk that is hedged and the risk that isleft as the residual exposure. If we learn to view all financialtrades and securities as engineered packages of building blocks,then we can analyze in which structures some parts may be cheap andsome may be rich. It is this relative value arbitrage principlethat drives all modern trading and investment.

This book is an easy-to-understand guide to the complex world oftoday’s financial markets teaching you what money and capitalmarkets are about through a sequence of arbitrage-based numericalillustrations and exercises enriched with institutional detail.Filled with insights and real life examples from the trading floor,it is essential reading for anyone starting out in trading.

Using a unique structural approach to teaching the mechanics offinancial markets, the book dissects markets into their commonbuilding blocks: spot (cash), forward/futures, and contingent(options) transactions. After explaining how each of these isvalued and settled, it exploits the structural uniformity acrossall markets to introduce the difficult subjects of financiallyengineered products and complex derivatives.

The book avoids stochastic calculus in favour of numeric cashflow calculations, present value tables, and diagrams, explainingoptions, swaps and credit derivatives without any use ofdifferential equations.