arbitrage free


arbitrage free
фин. = arbitrage-free

Англо-русский экономический словарь.

Смотреть что такое "arbitrage free" в других словарях:

  • arbitrage free — A type of financial model that generates market scenarios excluding scenarios that provide arbitrage opportunities. American Banker Glossary …   Financial and business terms

  • Arbitrage-Free Valuation — 1. The theoretical future price of a security or commodity based on the relationship between spot prices, interest rates, carrying costs, convenience yields, exchange rates, transportation costs, etc. 2. The theoretical spot price of a security… …   Investment dictionary

  • arbitrage-free condition — no arbitrage condition The assumption, important in financial modelling, that there are no opportunities for risk free excess returns in financial markets and no market anomaly These premises inform many aspects of finance, notably option pricing …   Big dictionary of business and management

  • Arbitrage-free option-pricing models — Yield curve option pricing models. The New York Times Financial Glossary …   Financial and business terms

  • arbitrage-free option-pricing models — yield curve option pricing models. Bloomberg Financial Dictionary …   Financial and business terms

  • Fundamental theorem of arbitrage-free pricing — In a general sense, the fundamental theorem of arbitrage/finance is a way to relate arbitrage opportunities with risk neutral measures that are equivalent to the original probability measure.The fundamental theorem in a finite state marketIn a… …   Wikipedia

  • Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… …   Wikipedia

  • Arbitrage — For the upcoming film, see Arbitrage (film). Not to be confused with Arbitration. In economics and finance, arbitrage (IPA: /ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a… …   Wikipedia

  • arbitrage pricing theory — APT A model proposed by Stephen Ross in 1976 for calculating security returns in terms of the arbitrage free condition It is an alternative to the capital asset pricing model (CAPM). APT assumes a number of different systematic risk factors… …   Big dictionary of business and management

  • Arbitrage betting — Betting arbitrage, surebets, sports arbitraging is a particular case of arbitrage arising on betting markets due to either bookmakers different opinions on event outcomes or plain errors. By placing one bet per each outcome with different betting …   Wikipedia

  • arbitrage — The purchase of a commodity against the simultaneous sale of a commodity to profit from unequal prices. The two transactions may take place on different exchanges, between two different commodities, in different delivery months, or between the… …   Financial and business terms

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