Arbitrage with hedging by forward contracts: exploited and exploitable profits

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.3, Iss.4, 1997-12, pp. : 349-361

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Pricing and hedging of long-term futures and forward contracts by a three-factor model

By Shiraya Kenichiro Takahashi Akihiko

Quantitative Finance, Vol. 12, Iss. 12, 2012-12 ,pp. : 1811-1826

Routledge Ltd

Access to resources Recommend Favorite

Arbitrage-free interval and dynamic hedging in an illiquid market

By Yang Jinqiang Yang Zhaojun

Quantitative Finance, Vol. 13, Iss. 7, 2013-07 ,pp. : 1029-1039

Routledge Ltd

Access to resources Recommend Favorite

Triangular arbitrage in the spot and forward foreign exchange markets

By Moosa I.

Quantitative Finance, Vol. 1, Iss. 4, 2001-04 ,pp. : 387-390

Routledge Ltd

Access to resources Recommend Favorite

Pricing, no-arbitrage bounds and robust hedging of instalment options

By Davis M.H.A. Schachermayer W. Tompkins R.G.

Quantitative Finance, Vol. 1, Iss. 6, 2001-06 ,pp. : 597-610

Routledge Ltd

Access to resources Recommend Favorite

Analysis of the Iberian electricity forward market hedging efficiency

By Herráiz Álvaro Capitán Monroy Carlos Rodríguez

International Journal of Financial Engineering and Risk Management, Vol. 1, Iss. 1, 2013-05 ,pp. : 20-34

Inderscience Publishers

Access to resources Recommend Favorite