price arbitrage的例句大全

Why are futures price arbitrage arguments for commodities different from those pertaining to purely investment assets?

为什么以商品需求为主的期货价格套利观点与那些有关纯粹的投资资产的观点有所不同?

And if it kept kerosene cheap while letting diesel rise in price, it would only increase the scope for arbitrage between the two.

如果保持煤油价格低廉，而允许柴油价格上涨，这只会扩大在这两者间进行利滚利的交易范围。

In the presence of transactions costs, the arbitrage argument used by Black-Scholes to price option no longer can be used: because continuous trading would be ruinously expensive, no matter how small transactions costs might be as a percentage of turnover.

Black-scholes的理论是在无市场摩擦的状况下得到的，如果存在交易费用，上述讨论不再有效，无论交易费用多么小，连续的头寸调整也会带来巨额的交易成本。

A Study on Making Stook Index Futures Price and Matter of Fact Arbitrage

股票指数期货定价与套利实务研究

This paper made the stock index futures price, discussed its tenable condition, established the actual no-arbitrage math model of stock index futures and studied the actual arbitrage of stock index futures.

本文首先对股票指数期货进行定价，然后就其成立的假设条件进行讨论，建立了实际的股票指数期货无套利数学模型，并结合实例对股票指数期货套利进行了实务研究。

With Cross-time arbitrage as the starting point, this article deduce the stock index futures price formulas through the use of no arbitrage pricing method, and deduce the formular of No-arbitrage interval bounds through the cash flow analysis.

并利用无套利定价法推导出了股指期货的理论价格公式以及利用现金流分析法推导出了无套利区间的上下界公式。

Second, the BT project repo base price adjustment factors assume different subjects divided into three categories. Third, the use of single-factor arbitrage model BT is more reasonable in rate of return on investment prediction.

二是BT项目回购基价调整因素按承担主体不同分为三类。三是运用单因素套利模型预测BT项目投资回报率更为合理。

The time present arbitrage needs buying in both the futures market and the stock market, and takes the advantage of futures and stocks price volatility to make profit.

期现套利需要分别在期货市场和现货市场建仓，利用期货与现货价格差的波动进行获利。

at the same time arbitrage can surely smooth the price.

但同时套利行为也无疑产生了重要的价格平抑作用。

arbitrage and the law of one price

套利和一价定律

The investors will have a riskless arbitrage opportunity, if the market price contradicts this relationship.

在价格有效的证券市场上,这种无风险套利的机会是不存在的.

The existence of the unequilibrium implies that the market goes, against the law of one price, and as a matter of fact, arbitrage is a process which arbitrageur makes use of these opportunities and the market resumes equilibrium.

在市场的运行中，非均衡是与违反一价定律相对应的，套利的过程就是套利者对违反一价定律机会的运用，同时市场恢复均衡的过程。

Moreover, the general conclusion of advanced lagged relationship between them is verified, which is helpful to realize the price finding function in share index futures market and the effects of arbitrage to market.

进一步验证了期货和现货超前滞后关系的一般性结论，研究结论有利于认识股指期货市场的价格发现功能和套利活动对市场的影响。

This paper gives a model of arbitrage model of stock with regression methods, and makes statistic analysis of Shanghai stock in 1996.The result is that price of a stock is linear with its return, current capital stock and bonus share.

利用回归分析方法给定了一种股票定价模型，这种模型是APT模型的改造与实践，并结合沪市1996年数据，给出了模型的参数估计及检验。