Managing pure and statistical equity arbitrage opportunities within the South African environment
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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| Format: | Others |
| Language: | en |
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2009
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| 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 |