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Papers for Capital Arbitrage

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J
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Posts: 1
Joined: November 1st, 2001, 12:53 am

Papers for Capital Arbitrage

December 28th, 2003, 8:25 pm

Any one knows this kind of paper about how to implement Capital Arbitrage strategy?
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dgn2
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Joined: July 3rd, 2002, 3:05 pm

Papers for Capital Arbitrage

December 29th, 2003, 6:23 am

Check out the CreditGrades documentation and Kenneth Garbade's book "Contingent Claims" for a start.
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J
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Joined: November 1st, 2001, 12:53 am

Papers for Capital Arbitrage

December 29th, 2003, 1:08 pm

QuoteOriginally posted by: dgn2Check out the CreditGrades documentation and Kenneth Garbade's book "Contingent Claims" for a start.Thank you and Happy New Year 2004,
Last edited by J on December 28th, 2003, 11:00 pm, edited 1 time in total.
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synthetic
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Joined: March 1st, 2005, 4:20 am

Papers for Capital Arbitrage

March 6th, 2005, 10:13 am

Last edited by synthetic on March 21st, 2005, 11:00 pm, edited 1 time in total.
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Stefanone
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Joined: August 28th, 2002, 3:57 pm

Papers for Capital Arbitrage

March 23rd, 2005, 11:44 am

This is the best and most clear paper I have read so far...http://defaultrisk.com/pp_other_26.htmHope it helps,S
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