Managing pure and statistical equity arbitrage opportunities within the South African environment

Managing pure and statistical equity arbitrage opportunities within the South African environment

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The analysis undertaken, firstly aims to identify the extent to which equities, their indexes and their derivatives priced in accordance with their fair value. Secondly, presuming that the traded values of the instruments do not in all instances equate to the fair value, the research aims to develop...

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Bibliographic Details
Main Author: Cronje, Peter John
Other Authors: Cronje, J. J. L.
Format: Others
Language:en
Published: 2009
Subjects:
332.6450968
Arbitrage > South Africa
Stocks > South Africa
Fair value > South Africa
Risk > South Africa
Online Access:Cronje, Peter John (2009) Managing pure and statistical equity arbitrage opportunities within the South African environment, University of South Africa, Pretoria, <http://hdl.handle.net/10500/1828>
http://hdl.handle.net/10500/1828

Internet

Cronje, Peter John (2009) Managing pure and statistical equity arbitrage opportunities within the South African environment, University of South Africa, Pretoria, <http://hdl.handle.net/10500/1828>
http://hdl.handle.net/10500/1828

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