Jaw-dropping Bewertung Unbedingter Börsengehandelter Zins-derivate Und Analyse Von Arbitrage-gewinnmöglichkeiten Mit Hilfe Von Arbitrage-signalen [must See] [JIfgsLw4]

Bewertung von Börsengehandelten Zins-Derivaten

This comprehensive study delves into the evaluation of unlisted, exchange-traded interest rate derivatives. With a focus on the current significance of arbitrage transactions, the research explores the concept of risk-free profit generation without capital investment. Utilizing a thorough empirical investigation of the most traded money and capital market interest rate futures, the study investigates the existence of clear arbitrage signals. This analysis not only compares fair values with actual prices but also incorporates the Cost-of-Carry approach and interest rate forecasting models to determine theoretically fair prices.

Arbitrage-Gewinnmöglichkeiten mit Arbitrage-Signalen

The work is grounded in a historical economic perspective and a systematic analysis of the arbitrage concept. It provides a detailed examination of the arbitrage opportunities available in the market. By simulating the daily construction of arbitrage positions, the research considers the essential behaviors of arbitrageurs and contract partners, as well as the distinction between nominal and real interest rates. This approach ensures that the study captures the nuances of the arbitrage process and its potential for profit.

Systematische Analyse und Empirische Untersuchung

This product offers a systematic and empirical analysis of the arbitrage market, highlighting key features and benefits. Key features include the evaluation of interest rate futures, the comparison of fair and actual prices, and the use of advanced models for determining fair values.

• Empirical investigation of the most traded interest rate futures
• Comparison of fair and actual prices with the Cost-of-Carry approach
• Incorporation of interest rate forecasting models

These features make this product an invaluable resource for anyone interested in understanding and capitalizing on arbitrage opportunities in the financial markets.