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搜索“Arbitrage”找到相关内容30篇,用时0.287516秒     

Currency Arbitrage
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A forex strategy in which a currency trader takes advantage of different spreads offered by brokers for a particular currency pair by making trades. Dif[阅读全文]

Negative Arbitrage
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The opportunity lost when municipal bond issuers assume proceeds from debt offerings and then invest that money for a period of time (ideally in a safe inv[阅读全文]

Municipal Bond Arbitrage
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A strategy that consists of building a portfolio of tax-exempt municipal bonds and simultaneously hedging the duration risk of the portfolio through the sh[阅读全文]

Fixed-Income Arbitrage
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An investment strategy that attempts to profit from arbitrage opportunities in interest rate securities. When using a fixed-income arbitrage strategy, the [阅读全文]

Convertible Bond Arbitrage
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An arbitrage strategy that aims to capitalize on mispricing between a convertible bond and its underlying stock. The strategy is generally market neutra[阅读全文]

Convertible Arbitrage
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An investing strategy that involves the long position on a convertible security and a short position in its converting common stock.

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Arbitrage Bond
编辑:1次 | 浏览:2408次 词条创建者:taobiz     创建时间:04-09 01:58
标签: 套汇债券

摘要:英文名称:Arbitrage Bond中文名称:套汇债券指市政府在现有较高利息证券买回日之前,发行的较低利息的债券。 A lower-rate debt security issued by a mu[阅读全文]

Dividend Arbitrage
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An options trading strategy that involves purchasing put options and an equivalent amount of underlying stock before the ex-dividend date and then exercising the put after collecting t[阅读全文]

Conversion Arbitrage
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An options trading strategy employed to exploit the inefficiencies that exist in the pricing of options. Conversion arbitrage is a risk-neutral strategy, whereby the trader buys a put [阅读全文]

Arbitrage Free Pricing
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标签: absolute-pricing-models arbitrage-condition arbitrage-free-pricing equilibrium-pricing model relative-pricing-model

摘要:Most financial engineering models are what are known as relative pricing models. They price instruments based on prices of other instruments quoted in the market—an instrument's price is determined[阅读全文]

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