Arbitrage: Opportunities and Techniques in the Financial and Commodity MarketsRudi Weisweiller |
Contents
Fully covered interest arbitrage | 16 |
Open positions | 22 |
3 | 28 |
Copyright | |
13 other sections not shown
Common terms and phrases
activities amount annum arbitrage opportunities arbitrageur balance sheet banks basis points bear put spread bond borrowing buyer capital cash market cash position cocoa commodity markets cost counterparties covered interest arbitrage currency futures currency options currency risk dealers deposit Deutschmarks dollar equivalent Eurodollar Eurodollar futures example exchange rate exchange risk financial futures fixed floating foreign exchange market forward contract forward exchange forward rate funds futures contracts futures market futures prices instruments inter-bank interest arbitrage internal deal investment investors involved lending LIFFE London market prices maturity movements open positions operation option market option pricing payment period premium pricing models profit and loss purchase result risk arbitrage riskless round robin securities sell settlement short-term six months soft commodity soft commodity markets spot rate strike price swap Swiss franc synthetic Table trading transactions Treasury US$1 million variation margin volatility