No arbitrage conditions: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Classify page.) |
||
| Line 9: | Line 9: | ||
== See also == | == See also == | ||
* [[Arbitrage]] | * [[Arbitrage]] | ||
* [[Dislocation]] | |||
* [[Efficient market hypothesis]] | * [[Efficient market hypothesis]] | ||
* [[Forward yield]] | |||
* [[Free lunch]] | * [[Free lunch]] | ||
* [[ | * [[Interest rate parity]] | ||
* [[No free lunch]] | * [[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]] | |||
Revision as of 01:24, 22 April 2020
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.
