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Definition of Riskless arbitrage
The simultaneous purchase and sale of the same asset to yield a profit.
The simultaneous buying and selling of a security at two different prices in two different markets,
An alternative model to the capital asset pricing model developed by
Yield curve option-pricing models.
People who search for and exploit arbitrage opportunities.
A portfolio manager invests dollars in an instrument denominated in a foreign
Taking advantage of divergences in exchange rates in different money markets by
An investment/trading strategy that exploits divergences between actual and theoretical
Speculation on perceived mispriced securities, usually in connection with merger and
A self-funding, self-hedged series of transactions that generally utilize mortgage
The rate earned on a riskless investment, typically the rate earned on the 90-day U.S. Treasury Bill.
The rate earned on a riskless asset.
An asset whose future return is known today with certainty. The risk free asset is
A self-funding, self-hedged series of transactions that usually utilize
Striking offsetting deals among three markets simultaneously to obtain an arbitrage profit.
The purchase of securities on one market for immediate resale on
Transactions designed to make a sure profit from inconsistent prices.
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