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]]
* [[Forward yield]]
* [[International Fisher Effect]]
* [[Interest rate parity]]
* [[No free lunch]]
* [[Par yield]]
* [[Zero coupon yield]]
* [[Zero coupon yield]]
* [[Par yield]]
 
* [[Interest rate parity]]
[[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.


See also