Seminar on “Profiting from Arbitrage” by Stanford Faculty

This talk explains the absence of arbitrage “law” of markets in a simple framework. Additionally, we explain that when this “law” is violated, a prescription for making money is given. We use our simple approach to understand the celebrated Black-Scholes option pricing theory and how to profit from a violation of this theory. Professor James A. Primbs will give an example that demonstrates when an opportunity of this sort was available in the US markets. The talk is aimed at a general finance audience and is a tutorial in nature. Math and technicalities will be kept to a minimum.
 

For registration, please email to stanfordhk@chinaedugrp.com.