Books on the topic 'Arbitrage Theory'

Wilhelm, Jochen E. M. Arbitrage Theory. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-642-50094-7.

Huberman, Gur. Arbitrage pricing theory. [New York, N.Y.]: Federal Reserve Bank of New York, 2005.

Arbitrage theory in continuous time. Oxford: Oxford University Press, 1998.

Arbitrage theory in continuous time. 2nd ed. Oxford: Oxford University Press, 2004.

Arbitrage theory: Introductory lectures on arbitrage-based financial asset pricing. Berlin: Springer-Verlag, 1985.

Gromb, Denis. Limits of arbitrage: The state of the theory. Cambridge, MA: National Bureau of Economic Research, 2010.

Perraudin, William R. M. Continuous time international arbitrage pricing: Theory and estimation. Cambridge: University of Cambridge Department of Applied Economics, 1994.

Coulter, Martin D. The relevance of the arbitrage pricing theory to Irish equity returns. Dublin: University College Dublin, 1988.

New methods for the arbitrage pricing theory and the present value model. Singapore: World Scientific, 1994.

Connor, Gregory. The arbitrage pricing theory and multifactor models of asset returns. London: London School of Economics, Financial Markets Group, 1992.

Rennick, Emmet N. A study of the interest rate parity theory and artitrage opportunities between Ireland, the U.K. and the US. Dublin: University College Dublin, 1994.

1940-, Harrington Diana R., ed. Modern portfolio theory, the capital asset pricing model, and arbitrage pricing theory: A user's guide. 2nd ed. Englewood Cliffs, N.J: Prentice-Hall, 1987.

Bray, Margaret. The arbitrage pricing theory is not robust 1: Variance matrices and portfolio theory in pictures. London: London School of Economics, Financial Markets Group, 1994.

Gabaix, Xavier. Limits of arbitrage: Theory and evidence from the mortgage-backed securities market. Cambridge, Mass: National Bureau of Economic Research, 2005.

Yli-Olli, Paavo. Arbitrage pricing theory and its empirical applicability for the Helsinki Stock Exchange. Brussels: European Institute For Advanced Studies in Management, 1989.

Hong, Harrison G. A unified theory of underreaction, momentum trading and overreaction in asset markets. Cambridge, MA: National Bureau of Economic Research, 1997.

Bray, Margaret. The arbitrage pricing theory is not robust 2: Factor structures and factor pricing. London: London School of Economics, Financial Markets Group, 1994.

Property and prices: Toward a unified theory of value. Cambridge [England]: Cambridge University Press, 1994.

Koh, Annie. Synthetic Eurocurrency interest rate futures contracts: Theory and evidence. Cambridge, MA: National Bureau of Economic Research, 1989.

Winch, Kevin F. Program trading: Public policy aspects of index arbitrage : a report. Washington: U.S. G.P.O., 1987.

Roman, Steven. Introduction to the mathematics of finance: Arbitrage and option pricing. 2nd ed. New York: Springer, 2012.

Soufian, Nasreen. Empirical content of capital asset pricing model (CAPM) and arbitrage pricing theory (APT) across time. Manchester: Manchester Metropolitan University, Business School, 2001.

Ho, M. S. Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps. Cambridge: University of Cambridge, Department of Applied Economics, 1992.

Lee, Cheng F. A simultaneous test of the intertemporal capital asset pricing model, the arbitrage pricing theory, and the index model. [Urbana, Ill.]: University of Illinois at Urbana-Champaign, College of Commerce and Business Administration, 1985.

Webster, Allan. Purchasing power parity as a theory of international arbitrage in manufactured goods: An empirical view of UK/US prices in the 1970s. Reading: University of Reading Department of Economics, 1986.

Andersen, Torben G. No-arbitrage semi-Martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications. Cambridge, Mass: National Bureau of Economic Research, 2007.

Andersen, Torben G. No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications. Cambridge, MA: National Bureau of Economic Research, 2007.

Elgin, Catherine Z. Between the absolute and the arbitrary. Ithaca, N.Y: Cornell University Press, 1997.

Elgin, Catherine Z. Between the absolute and the arbitrary. Ithaca: Cornell University Press, 1997.

Schauenburg, Peter. Tanaka duality for arbitrary Hopf algebras. München: R. Fischer, 1992.

Toledano, A. A composite plate theory for arbitrary laminate configurations. Arlington, Va: Office of Naval Research, 1985.

Konyukhov, Alexander. Computational Contact Mechanics: Geometrically Exact Theory for Arbitrary Shaped Bodies. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

O'Neill, Michael. Grammatical Evolution: Evolutionary Automatic Programming in an Arbitrary Language. Boston, MA: Springer US, 2003.

Steger, Joseph L. Implicit finite difference simulation of flow about arbitrary geometrics with application to airfoils. New York: AIAA, 1987.

1930-, Spanier Jerome, ed. The fractional calculus: Theory and applications of differentiation and integration to arbitrary order. Mineola, N.Y: Dover Publications, 2006.

Joseph, John E. Limiting the arbitrary: Linguistic naturalism and its opposites in Plato's "Cratylus" and modern theories of language. Amsterdam: Benjamins, 2000.

Zbigniew, Hajto, ed. Algebraic groups and differential Galois theory. Providence, R.I: American Mathematical Society, 2011.

Arbitrage Theory in Continuous Time. Oxford University Press, 2019.

C, Christofi Andreas, ed. Arbitrage pricing theory: Some applications. Hull: MCB University Press, 1993.

Arbitrage Theory In Continuous Time. Oxford University Press, USA, 2009.

Björk, Tomas. Arbitrage Theory in Continuous Time. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198851615.001.0001.

Arbitrage pricing theory: The way forward? Manchester: Manchester Business School, 1985.

From Zeno to Arbitrage. Oxford University Press, USA, 2013.

Schachermayer, Walter, and Freddy Delbaen. The Mathematics of Arbitrage. Springer, 2010.

From Zeno to Arbitrage. Oxford University Press, USA, 2013.

Koch-Medina, Pablo, and Cosimo Munari. Market-Consistent Prices: An Introduction to Arbitrage Theory. Birkhäuser, 2020.

The Mathematics of Arbitrage (Springer Finance). Springer, 2006.

Chen, Mei-Lin. The Capital Asset Pricing Model versus the Arbitrage Pricing Theory. 1996.

Library of Congress. Congressional Research Service, ed. Program trading: Participation in index arbitrage. Washington, D.C: Congressional Research Service, Library of Congress, 1986.

Timothy, Spangler. 17 Towards a Unified Theory for Private Investment Funds. Oxford University Press, 2018. http://dx.doi.org/10.1093/law/9780198807247.003.0017.