Convexity arbitrage : the idea which does not work
Year of publication: |
2022
|
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Authors: | Stádník, Bohumil |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2019361, p. 1-16
|
Subject: | convexity arbitrage | algorithmic trading | YTM shift | convexity | Arbitrage | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Arbitrage Pricing | Arbitrage pricing |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2021.2019361 [DOI] hdl:10419/303555 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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