Information about Test

  1. Algorithmic trading

    the model to cover transaction cost then four transactions can be made to guarantee a risk-free profit. HFT allows similar arbitrages using models of greater

  2. Long-Term Capital Management

    Salomon." Black–Scholes model Commodity Futures Modernization Act of 2000 Game theory Greenspan put Kurtosis risk Limits to arbitrage Martingale (betting

  3. Mathematical finance

    Value at risk Volatility ARCH model GARCH model The Brownian model of financial markets Rational pricing assumptions Risk neutral valuation Arbitrage-free

  4. Outline of finance

    assets Profiling and managing project risks Finance Overview Arbitrage Capital (economics) Capital asset pricing model Cash flow Cash flow matching Debt Default

  5. Davidson Kempner Capital Management

    five investment strategies: merger arbitrage, distressed investments, long/short equity, convertible bonds arbitrage and long/short credit, with a particular

  6. Hedge fund

    market. Risk arbitrage or merger arbitrage includes such events as mergers, acquisitions, liquidations, and hostile takeovers. Risk arbitrage typically

  7. Quantitative analyst

    mathematics in finance, including the buy side. Examples include statistical arbitrage, quantitative investment management, algorithmic trading, and electronic

  8. High-frequency trading

    contract on the currency. High-frequency trading allows similar arbitrages using models of greater complexity involving many more than four securities

  9. Financial modeling

    Statistical arbitrage, convergence trading and pairs trading These problems are generally stochastic and continuous in nature, and models here thus require

  10. Brandywine Asset Management

    incorporated trend-following, seasonal, arbitrage, and fundamentally based strategies. The Brandywine Benchmark Program stopped trading in late 1998 as Dever