No arbitrage conditions

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Revision as of 15:34, 21 August 2013 by imported>Doug Williamson (Spacing 21/8/13)
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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.


See also