No arbitrage conditions: Difference between revisions
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== See also == | == See also == | ||
* [[Arbitrage]] | * [[Arbitrage]] | ||
* [[Carry trade]] | |||
* [[Dislocation]] | |||
* [[Efficient market hypothesis]] | * [[Efficient market hypothesis]] | ||
* [[Forward yield]] | |||
* [[Free lunch]] | * [[Free lunch]] | ||
* [[ | * [[International Fisher Effect]] | ||
* [[Interest rate parity]] | |||
* [[No free lunch]] | |||
* [[Par yield]] | |||
* [[Zero coupon yield]] | * [[Zero coupon yield]] | ||
[[Category:The_business_context]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Cash_management]] | |||
[[Category:Financial_products_and_markets]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 15:50, 22 June 2021
The usually assumed or expected situation in transparent financial markets, where pricing discrepancies between related markets have been eliminated.
So there are no remaining arbitrage opportunities at current market prices.
Many price and value calculations are based on ‘no arbitrage’ assumptions.
