Download This PaperArbitrage and Risk Arbitrage in the Nikkei Put Warrant Market
12 Pages Posted: 29 Oct 2019
Date Written: October 19, 2019
Abstract
This paper develops useful theory of arbitrage and risk arbitrage. It describes a prize winning successful risk arbitrage involving Nikkei put warrants trading on the Toronto and American stock exchanges. The paper describes the various types of contracts and how the risk arbitrage was traded and executed.
Keywords: arbitrage, risk arbitrage, betting exchanges, hedge fund strategies, Nikkei put warrants, Nikkei call warrants, Japanese land and stock prices
JEL Classification: C02, G01, G11, G12
Suggested Citation: Suggested Citation
Ziemba, William T., Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market (October 19, 2019). Available at SSRN: https://ssrn.com/abstract=3472457 or http://dx.doi.org/10.2139/ssrn.3472457
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