Unlocking the Secrets of Arbitrage: The Art of Capitalizing on Market Inefficiencies!
A multi-factor model to identify mispriced securities
A structured investment strategy that allows investors to separate the fixed-income and equity components of a convertible bond.
A financial strategy used for options arbitrage, allowing traders to synthetically borrow or lend at favorable rates.
Cash-and-Carry Arbitrage: Navigating the Murky Waters of Futures and Spot Markets with Style.
Understanding the no-arbitrage condition in foreign exchange markets.
A method for modeling forward interest rates to price interest-rate-sensitive securities with a great touch of randomness!
A theory that governs the relationship between interest rates and currency exchange rates.
The entertaining gap in cryptocurrency prices between South Korea and the rest of the world.
The economic theory explaining that identical assets should have the same price globally under ideal conditions.
An exploration of the long jelly roll, a cheeky options trading strategy!
A financial strategy aiming to profit from price movements while avoiding market risk.
Merger arbitrage exploits market inefficiencies in the realm of mergers and acquisitions.
The missed opportunity of earning a higher return when holding cash proceeds from bond issuances.
The art of making money through interest rate gymnastics across borders.
Explore the principles of Put-Call Parity in options trading with a dash of humor and wisdom.
Triangular arbitrage is a technique used to exploit differences in foreign exchange rates through three trades.
A humorous look at the 'exotic' world of currency swaps and interest rates!
A comprehensive guide to understanding volatility arbitrage, its strategies, risks, and more.
A Workout Period occurs when temporary yield discrepancies between fixed income securities are adjusted.
