Securities Lending and Repos: Instruments and Strategies for Excess Return

by Ralf Hohmann

The aim of this book is to present different manifestations and conventional transactions with securities lending and repos. Securities lending as a way of short selling is not only suitable for hedging cash market positions, it is also an essential prerequisite for valuing options on the futures market. Their valuation according to the option price theory is theoretically not possible without securities lending. If, at the same time, no derivatives...

• Format: Paperback
• Language: English
• ISBN: 3658419830
• ISBN13: 9783658419837
• Release Date: August 2023
• Publisher: Springer
• Length: 41 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 6.1" x 9.2"