Arbitrage free option pricing models


 

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Arbitrage free option pricing models

Yield curve option-pricing models.



Arbitrage free option pricing models

Similar Matches

Locational arbitrage

Locational arbitrage

Attempt to exploit discrepancies in exchange rates between banks.


Arbitrage

Arbitrage

A combination of transactions designed to profit from an existing discrepancy among prices, exchange rates, and/or interest rates on different markets without risk of these changing. Simplest is simultaneous purchase and sale of the same thing in different markets, but more complex forms include triangular arbitrage and covered interest arbitrage.


Arbitrage Trading Program (ATP)

Arbitrage Trading Program (ATP)

See: Program trading.


Tax arbitrage

Tax arbitrage

Trading that takes advantage of a difference in tax rates or tax systems as the basis for profit.


Discount Arbitrage

Discount Arbitrage

A riskless arbitrage in which a discount option is purchased and an opposite position is taken in the underlying security. The arbitrageur may either buy a call at a discount and simultaneously sell the underlying security (basic call arbitrage) or maybuy a put at a discount and simultaneously buy the underlying security (basic put arbitrage). See also Discount.


Further Suggestions

Riskless arbitrage
Covered interest arbitrage
Currency arbitrage
International arbitrage
Merger Arbitrage
Special arbitrage account
Arbitrage bonds
arbitrageur
Multiple Arbitrage
Triangular arbitrage
Convertible Arbitrage
Covered interest arbitrage
Structured arbitrage transaction
One-way arbitrage
arbitrage
Arbitrageur
Risk controlled arbitrage
Triangular arbitrage
Index arbitrage
Reversal Arbitrage
conversion arbitrage


 
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