Arbitraging Japan
Title | Arbitraging Japan PDF eBook |
Author | Hirokazu Miyazaki |
Publisher | Univ of California Press |
Pages | 212 |
Release | 2013 |
Genre | Business & Economics |
ISBN | 0520273486 |
Shakespearean arbitrage -- Between arbitrage and speculation -- Trading on the limits of learning -- Economy of dreams -- The last dream -- From arbitrage to the gift
Calendar Anomalies And Arbitrage
Title | Calendar Anomalies And Arbitrage PDF eBook |
Author | William T Ziemba |
Publisher | World Scientific |
Pages | 607 |
Release | 2012-07-25 |
Genre | Business & Economics |
ISBN | 9814405477 |
This book discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. A complete update of US anomalies such as the January turn-of-the year, turn-of-the-month, January barometer, sell in May and go away, holidays, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be easily applied. Other effects that lend themselves to modified buy and hold cash strategies include the presidential election and factor models based on fundamental anomalies. The ideas have been used successfully by the author in personal and managed accounts and hedge funds.
The Application of Econophysics
Title | The Application of Econophysics PDF eBook |
Author | Hideki Takayasu |
Publisher | Springer Science & Business Media |
Pages | 352 |
Release | 2012-12-06 |
Genre | Science |
ISBN | 4431539476 |
Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings. This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.
The Japanese Foreign Exchange Market
Title | The Japanese Foreign Exchange Market PDF eBook |
Author | Beate Reszat |
Publisher | Routledge |
Pages | 285 |
Release | 2002-04-12 |
Genre | Business & Economics |
ISBN | 1134766181 |
In recent years, Japan's financial market has seen dramatic changes, in particular the explosive growth of currency trading and the increasing international role of the yen. This book gives a comprehensive overview of this activity. This work is the first non-Japanese language title to examine the prolific rise of Japan's foreign currency exchange market, its idiosyncracies, and its future role in the global economy. It is vital reading for economists and students of Japan-related subjects.
Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization
Title | Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization PDF eBook |
Author | Charles Smithson |
Publisher | McGraw Hill Professional |
Pages | 696 |
Release | 1998-06-30 |
Genre | Business & Economics |
ISBN | 9780070593541 |
Managing Financial Risk is the most authoritative and comprehensive primer ever published for financial professionals who must understand and successfully use derivaties. The previous edition of this professional financial classic sold over 18,000 copies and emerged as a leading training tool in the derivatives industry. The book covers derivative products from the most basic to the most complex and explains how derivatives are used by each major player in the market: dealers, financial firms, and corporations. In addition, the book includes short contributions from a variety of experts from leading companies such as Citibank, J.P. Morgan, British Petroleum, and Ciba-Geigy. Completely updated to include new material on new products such as commodity swaps and credit swaps, this edition will cover every aspect of the derivatives marketplace with insight and authority.
Mission Incomplete
Title | Mission Incomplete PDF eBook |
Author | Sayuri Shirai |
Publisher | |
Pages | 242 |
Release | 2018-07-31 |
Genre | Economic development |
ISBN | 9784899740971 |
In April 2013 the Bank of Japan launched an unprecedented quantitative and qualitative monetary easing policy. It was thought that a 2% price stability target could be achieved within 2 years; 4 years on and we are still mission incomplete. Mission incomplete! This phrase neatly captures the progress made by the Bank of Japan (BOJ) in reflating the economy. In April 2013, the BOJ launched an unprecedented quantitative and qualitative monetary easing policy. The BOJ was certain that the 2% price stability target would be achieved within 2 years. About 4 years later, the BOJ lags behind other major central banks, with actual inflation and inflation expectations still well below 2%. What happened? And what should the BOJ do next? This former policy maker's account expertly traces and analyzes the policy's consequences.
Merger Masters
Title | Merger Masters PDF eBook |
Author | Kate Welling |
Publisher | Columbia University Press |
Pages | 389 |
Release | 2018-11-06 |
Genre | Business & Economics |
ISBN | 0231548915 |
Merger Masters presents revealing profiles of monumentally successful merger investors based on exclusive interviews with some of the greatest minds to practice the art of arbitrage. Michael Price, John Paulson, Paul Singer, and others offer practical perspectives on how their backgrounds in the risk-conscious world of merger arbitrage helped them make their biggest deals. They share their insights on the discipline that underlies their fortunes, whether they practice the “plain vanilla” strategy of announced deals, the aggressive strategy of activist investment, or any strategy in between on the risk spectrum. Merger Masters delves into the human side of risk arbitrage, exploring how top practitioners deal with the behavioral aspects of generating consistent profits from risk arbitrage. The book also includes perspectives from the other side of the mergers and acquisitions divide in the form of interviews with a trio of iconic CEOs: Bill Stiritz, Peter McCausland, and Paul Montrone. All three took advantage of M&A opportunities to help build long-term returns but often found themselves at odds with the short-term focus of Wall Street and merger investors. Told in lively, accessible prose, with bonus facts and figures for transaction junkies, Merger Masters is an incomparable set of stories with plenty of unfiltered lessons from the best managers of our time.