|
|
Triangular arbitrage |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Triangular arbitrageArbitrage among three currencies. For example (letting x/y be the currency x per unit of currency y exchange rate), if $/¥ > ($/£)(£/¥), then an arbitrager can make a profit buying £ with $; buying ¥ with those £; and then selling those ¥ for $.Triangular arbitrageStriking offsetting deals among three markets simultaneously to obtain an arbitrage profit.Triangular arbitrage |
|
|
|