+ All Categories

Home > Documents > premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept...

premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept...

Date post:	22-May-2018
Category:	Documents
Upload:	phungtuong
View:	220 times
Download:	3 times

Download Report this document

Share this document with a friend

Embed Size (px):

5

Transcript

Page 1: premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept and Arbitrage Spreading Stock Index Futures ... Group, Fixed-Income Research, Lehman

Page 2: premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept and Arbitrage Spreading Stock Index Futures ... Group, Fixed-Income Research, Lehman

Page 3: premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept and Arbitrage Spreading Stock Index Futures ... Group, Fixed-Income Research, Lehman

Page 4: premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept and Arbitrage Spreading Stock Index Futures ... Group, Fixed-Income Research, Lehman

Page 5: premiacap.compremiacap.com/presentations/RMC_Agenda_0307.pdf · · 2013-07-31Fair Value Concept and Arbitrage Spreading Stock Index Futures ... Group, Fixed-Income Research, Lehman

Recommended

Conversion Arbitrage

International arbitrage

Economy & Finance

Limits to arbitrage during the crisis: funding liquidity constraints and covered ... · market or cash interest rates. ... later jumped to 400 basis points when Lehman collapsed,

THE EMPIRICAL FOUNDATIONS OF ARBITRAGE PRICINGlib.cufe.edu.cn/upload_files/other/3_20140520103036_The Empirical... · THE EMPIRICAL FOUNDATIONS OF THE ARBITRAGE ... The arbitrage

Axis Enhanced Arbitrage Fund Scheme Information Document ... · 1 Axis Enhanced Arbitrage Fund SCHEME INFORMATION DOCUMENT AXIS ENHANCED ARBITRAGE FUND An open ended arbitrage fund

Adrien Ecoffet Joel Lehman [email protected], lehman.154 ...

Arbitrage Investments

Statistical Arbitrage Based on No-Arbitrage Models

Arbitrage Presentation

16 December 2004 Claus M. Pedersen cmpeders@lehman… · Quantitative Credit Research Lehman Brothers ... Lehman Brothers Quantitative Credit Research ... Lehman Brothers Inc. and

Social Media Tom Lehman Lehman Associates, LLC Alexandria, VA.

Tax Arbitrage…

Gradual Arbitrage∗

Riskfree Arbitrage

THE ARBITRAGE FUNDS Arbitrage Fund Water …...THE ARBITRAGE FUNDS Arbitrage Fund Water Island Diversified Event-Driven Fund Water Island Credit Opportunities Fund Water Island Long/Short