Return to Coronet Books main page

Non-linear Index Arbitrage
Exploiting the Dependencies between Index and Stock Options

By M.R. Roelfsema
December 2000
Delft University Press
ISBN: 90-407-2041-X
80 Pages
$25.00 Paper Original

****THIS BOOK IS NOW OUT OF PRINT

---

Contents include: Options Explained; Black & Scholes; Hedging and Arbitrage; Basket Options; Volatility and Correlation; Dispersion Trading Strategies; Index Arbitrage on the Amsterdam Exchanges Index.

Finance; Economics; Investment
Series: WBBM Report Series, No. 46