option arbitrage in a sentence

  1. In practice, actionable option arbitrage opportunities have decreased with the advent of automated trading strategies.
  2. Nelson, an option arbitrage trader in New York, published a book : " The A . B . C . of Options and Arbitrage " in 1904 that describes the put-call parity in detail.
  3. He has also held the following positions : Managing director and proprietary trader at Credit Suisse option arbitrage at CIBC Wood Gundy, Derivatives arbitrage trader at Bankers Trust ( now Deutsche Bank ), Proprietary trader at BNP Paribas, Independent option market maker on the Chicago Mercantile Exchange and founder of Empirica Capital.
  4. It's difficult to find option arbitrage in a sentence.

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