Related Books

Transaction Costs and Interest Arbitrage
Language: en
Pages: 52
Authors: Jacob A. Frenkel
Categories: Arbitrage
Type: BOOK - Published: 1976 - Publisher:

DOWNLOAD EBOOK

One-way Arbitrage with Transaction Costs
Language: en
Pages: 19
Authors: Daniel Po-ming Chan
Categories: Arbitrage
Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

On the Interest Rate Parity Theory, Spreads and Transaction Costs
Language: en
Pages: 27
Authors: Cheng, Pao L
Categories: Arbitrage
Type: BOOK - Published: 1983 - Publisher: Burnaby, B.C. : Simon Fraser University, Faculty of Business Administration

DOWNLOAD EBOOK

Dynamic Arbitrage-free Asset Pricing with Proportional Transaction Costs
Language: en
Pages: 24
Authors: Xiaotie Deng
Categories: Arbitrage
Type: BOOK - Published: 2000 - Publisher: London : Department of Economics, University of Western Ontario

DOWNLOAD EBOOK

Currency Option Pricing with Stochastic Interest Rates and Transaction Costs
Language: en
Pages: 52
Authors: Mariusz Tamborski
Categories: Currency convertibility
Type: BOOK - Published: 1994 - Publisher:

DOWNLOAD EBOOK