Metaeconomics and No arbitrage conditions: Difference between pages
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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 == | ||
* [[ | * [[Arbitrage]] | ||
* [[ | * [[Free lunch]] | ||
* [[ | * [[Forward yield]] | ||
* [[Zero coupon yield]] | |||
[[ | * [[Par yield]] | ||
[[ | * [[Interest rate parity]] |
Revision as of 20:12, 28 April 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.