- arbitrage-free price
- эк., фин. безарбитражная ценаSee:
Финансовые рынки. Новый англо-русский толковый словарь. - М.: «Экономическая школа».. 2006.
arbitrage-free price
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Arbitrage-Free Valuation — 1. The theoretical future price of a security or commodity based on the relationship between spot prices, interest rates, carrying costs, convenience yields, exchange rates, transportation costs, etc. 2. The theoretical spot price of a security… … Investment dictionary
Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… … Wikipedia
Fundamental theorem of arbitrage-free pricing — In a general sense, the fundamental theorem of arbitrage/finance is a way to relate arbitrage opportunities with risk neutral measures that are equivalent to the original probability measure.The fundamental theorem in a finite state marketIn a… … Wikipedia
Arbitrage — For the upcoming film, see Arbitrage (film). Not to be confused with Arbitration. In economics and finance, arbitrage (IPA: /ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a… … Wikipedia
Price discrimination — or price differentiation[1] exists when sales of identical goods or services are transacted at different prices from the same provider.[2] In a theoretical market with perfect information, perfect substitutes, and no transaction costs or… … Wikipedia
arbitrage — The purchase of a commodity against the simultaneous sale of a commodity to profit from unequal prices. The two transactions may take place on different exchanges, between two different commodities, in different delivery months, or between the… … Financial and business terms
Arbitrage Pricing Theory - APT — An asset pricing model based on the idea that an asset s returns can be predicted using the relationship between that same asset and many common risk factors. Created in 1976 by Stephen Ross, this theory predicts a relationship between the… … Investment dictionary
Free-market anarchism — Part of a series on Libertarianism … Wikipedia
No-Arbitrage — Unter der Arbitragefreiheit wird das Fehlen jeder Möglichkeit zur (ökonomischen) Arbitrage verstanden. Dieser Begriff wurde insbesondere für die Finanzmärkte geprägt. Durch den internationalen, elektronischen Handel an diesen Märkten und die… … Deutsch Wikipedia
No-Arbitrage-Modell — Unter der Arbitragefreiheit wird das Fehlen jeder Möglichkeit zur (ökonomischen) Arbitrage verstanden. Dieser Begriff wurde insbesondere für die Finanzmärkte geprägt. Durch den internationalen, elektronischen Handel an diesen Märkten und die… … Deutsch Wikipedia
Forward price — The forward price or forward rate is the agreed upon price of an asset in a forward contract. Using the rational pricing assumption, we can express the forward price in terms of the spot price and any dividends etc., so that there is no… … Wikipedia
