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Arbitrage

Elements of Financial Economics

Authors: Allingham, Michael G.

Buy this book

eBook £35.99
price for United Kingdom (gross)
  • ISBN 978-1-349-21385-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover £45.00
price for United Kingdom (gross)
  • ISBN 978-0-333-55781-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

A text using the concept of arbitrage to value securities, that is to construct the elements of financial economics. Divided into three parts, the book develops the foundations for the study, applies the basic theorem in a single-period setting and extends the discussion to a many-period setting.

Table of contents (7 chapters)

  • Securities and Arbitrage

    Allingham, Michael

    Pages 3-15

  • The Basic Arbitrage Theorem

    Allingham, Michael

    Pages 17-44

  • Exact Arbitrage: A Capital Asset Pricing Model

    Allingham, Michael

    Pages 47-68

  • Approximate Arbitrage: The Arbitrage Pricing Technique

    Allingham, Michael

    Pages 69-97

  • Static Arbitrage: Forwards and Futures

    Allingham, Michael

    Pages 101-118

Buy this book

eBook £35.99
price for United Kingdom (gross)
  • ISBN 978-1-349-21385-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover £45.00
price for United Kingdom (gross)
  • ISBN 978-0-333-55781-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Arbitrage
Book Subtitle
Elements of Financial Economics
Authors
Copyright
1991
Publisher
Palgrave Macmillan UK
Copyright Holder
Michael Allingham
eBook ISBN
978-1-349-21385-6
DOI
10.1007/978-1-349-21385-6
Softcover ISBN
978-0-333-55781-5
Edition Number
1
Number of Pages
IX, 171
Topics