price arbitrage

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。

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?

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。