No arbitrage conditions: Difference between revisions
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== See also == | == See also == | ||
* [[Arbitrage]] | * [[Arbitrage]] | ||
* [[Efficient market hypothesis]] | |||
* [[Free lunch]] | * [[Free lunch]] | ||
* [[Forward yield]] | * [[Forward yield]] | ||
Revision as of 08:29, 1 November 2016
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.
