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1 доходный арбитраж
Law: yield arbitrage -
2 арбитраж на основе кривой доходности
Banks. Exchanges. Accounting. (Russian-English) > арбитраж на основе кривой доходности
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3 арбитраж с использованием кривой доходности
Business: yield curve arbitrageУниверсальный русско-английский словарь > арбитраж с использованием кривой доходности
См. также в других словарях:
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
Yield Burning — was a method by which major Wall Street US municipal bond dealers cheated the federal government out of millions of dollars of revenue. [http://query.nytimes.com/gst/fullpage.html?res=9D05E6DC123CF937A25757C0A9649C8B63 scp=2 sq=michael+lissack st … Wikipedia
Arbitrage-free option-pricing models — Yield curve option pricing models. The New York Times Financial Glossary … Financial and business terms
arbitrage-free option-pricing models — yield curve option pricing models. Bloomberg Financial Dictionary … Financial and business terms
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
Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… … 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 — The simultaneous buying and selling of a security at two different prices in two different markets, resulting in profits without risk. Perfectly efficient markets present no arbitrage opportunities. Perfectly efficient markets seldom exist. The… … Financial and business terms
arbitrage CDO — A CDO whose purpose is to allow a money manager to expand assets under management and equity investors to achieve non recourse leverage to CDO assets. There is no arbitrage in the classic sense of the word. Rather, equity holders hope to capture… … Financial and business terms
Yield curve option-pricing models — Models that can incorporate different volatility assumptions along the yield curve, such as the Black Derman Toy model. Also called arbitrage free option pricing models. The New York Times Financial Glossary … Financial and business terms
yield curve option-pricing models — Models that can incorporate different volatility assumptions along the yield curve, such as the Black Derman Toy model. Also called arbitrage free option pricing models. Bloomberg Financial Dictionary … Financial and business terms