Arbitrage Research and Trading
PART I and PART II Available at the ARTShop
(798 colour pages, soft cover, +software)
PART I Only Available at the ARTShop
(312 colour pages, soft cover)
See the entire TG2 Series
Click on the links below to view short extracts from several chapters (**).
0.0 Foreword: How to Use the "TG2" Series Most Profitably 1.0 Introduction to the "TG2… Read Me First" book
2.1 The Business of Trading
2.1.6 Spot/Forward Arbitrage Example: 3M-Forward Ferraris
3.2.1 The Trading Cycle
8.7 Summary: A First "Complete" Model for Valuation Under Uncertainty
9.1.6 Basic Sensitivity Hedge: Options Delta & Delta/Gamma/Rho (Pyramid) Hedging
11.4 "Trading" Volatility
Subject Index
(**) In read-only PDF format, only for assessment for purchase and no other reason whatsoever and may not be distributed in any manner whatsoever.
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Last modified: September 19, 2007