<?xml version="1.0" encoding="iso-8859-1" ?>
<rss version="2.0" xmlns:s="http://resources.bnet.com/">
<channel>
	<title><![CDATA[arbitrage argument Resources | BNET]]></title>
	<link><![CDATA[http://resources.bnet.com/topic/arbitrage+argument.html]]></link>
	<description><![CDATA[White papers, case studies, business articles, and blog posts relating to arbitrage argument]]></description>
	<s:counts start="0" returned="1" found="1" />
	<language>en-us</language>
	<item>
		<title><![CDATA[Arbitrage-Free Price Ranges for nth-to-Default Swaps]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=127307]]></link>
		<description><![CDATA[The arbitrage-free range of values of the loss leg of an nth-to-default swap, and the arbitrage-free range of premium payments for such a swap, are derived for homogeneous baskets of arbitrary numbers of reference entities. Elementary arbitrage arguments are given which show that arbitrage opportunities exist if the prices lie...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Mon, 29 Nov 2004 00:00:00 -0800</pubDate>
		<category domain="http://resources.bnet.com/topic/arbitrage.html"><![CDATA[Arbitrage]]></category>
		<category domain="http://resources.bnet.com/topic/arbitrage+argument.html"><![CDATA[Arbitrage Argument]]></category>
		<category domain="http://resources.bnet.com/topic/financial+services.html"><![CDATA[Financial Services]]></category>
	</item>
</channel>
</rss>
