套利

基本解释 (translations)

arbitrages

与套利相关的网络例句 [注：此内容来源于网络，仅供参考]

Their participation enables otherwise impossible take atteempts to become successful; The involvement of the arbitrager explains very well the widely observed stock market movement during the process of the takeover, including the dramatic rise in share price and in transaction volume. It predicts that in most case, a high transaction volume is associated with a high success rate, as well as with a high post-announcement trading price. Also, the higher the bidding price, the higher the success rate and the bigger the jump in share price; The existence of the arbitrager implies that in the tender offer, the shareholder can always expect to get a fixed portion of the total value improvement by the raider. This surprisingly simple division rule of the takeover surplus may have great implications for related empirical research and indicates that the market for corporate control may be efficient.

其次，我们构建了一个股权收购模型，研究套利者在接管过程中的重要作用，并论证了：套利者在公司接管过程中能发挥重要作用，他们的参与能设法使其他方面不可能的接管变得成功；套利者的卷入很好地解释了在接管过程中广泛观察到的股市活动，包括股价和交易量的暴涨，并指出了在大多数情况下，更高的交易量导致更高的接管成功率和接管宣告后更高的交易价，同样，更高的竞价必然导致更高的接管成功率和更大的股价涨幅；套利者的存在指出了在发盘收购中，股东总是期望从袭击者带来的价值增加总量中获得一个固定部分，接管盈余的划分规则对相关经验研究有很大的关系，指出公司控制权市场是有效的。

An option strategy combining a bull and bear spread.

一种混合牛市套利和熊市套利的期货战略。

In this dissertation, we study some fundamental issues on whether there exists arbitrage in the complicated finical market by employing no-arbitrage approach, optimization theory and convex analysis, and establish some ar-birage pricing model.

本文应用金融学的无套利分析方法并结合优化理论和凸分析等数学工具，研究复杂多变的金融市场中是否存在套利等基本问题，建立了一些新的套利定价模型。

By defining ε-hedging strategy, applying duality principle of linear programming and martingale measure theory, we present a kind of calculation method for the seller's arbitrage price and the buyer's arbitrage price of capital asset in finite security market.

在定义ε-套期保值策略的基础上，采用线性规划对偶原理和鞅测度理论，给出了有限证券市场资本资产的卖方套利价格和买方套利价格的计算方法。

Interdelivery spread as a kind of arbitrage is very important as to the price discovery, market activity and risk management.

跨期套利作为套利交易的一种操作方式，在期货市场上对于价格发现，增加市场流动性，规避风险都有重要的作用，因此研究和倡导套利交易对于发展与稳定期货市场是必要的。

Combined with the financial futures theory , accounting of corporation engaged in IRFs is further discussed .And four kinds of IRFs transaction including speculation , spread , arbitrage and hedge are studied in detail. Accounting of arbitrage and accounting of spread , which are often ignored by most research on the derivative financial instruments accounting , are also studied .

对利率期货投资企业会计，在现有衍生金融工具会计的研究中，大多对套利交易、套购交易会计问题采取存而不论的态度，本文按照交易方式将利率期货交易进一步分为利率期货纯粹投机交易、套利交易、套购交易和套期保值交易四部分进行了尝试性的讨论。

This paper described briefly about the methods in three scenarios: pure arbitrage , nsk arbitrage and inter - markets arbitrages .

本文就纯粹套利，风险套利和市场间套利三个方面简要讨论了价格偏差分析在对冲基金中的重要性。

Based on the empirical studies of arbitrage process and results on domestic convertible bond market, we have drawn the follow conclusions: on domestic convertible bond market, the arbitrage actions conducted by institutional investors help to reduce risk and increase return; meanwhile, arbitrage actions help to effectively price the bond and encourage its bonders to exercise the conversion right.

本文作者通过对国内转债交易市场中投资套利过程及结果的实证分析，提出了研究结论：在国内转债市场中，机构投资者进行的转债套利操作行为有利于机构大资金在进行转债投资实践中回避风险、提高收益；同时，套利行为可以促进转债有效定价并能够推动持债者积极转股等。

Based on the analysis of the deficiencies of MM58 arbitrage demonstration, this paper reconsiders the alternative formulations of arbitraging and redes...

因此本文将在分析MM58套利论证不足的基础上，重新考虑套利论证的有关公式，设计出符合套利要求的套利论证模型

One famous study conducted in the mid 1990s by Harvard economist Andrei Schleifer and University of Chicago professor Robert Vishny, for example, found that arbitrageurs more often become momentum players rather than hedgers: Rather than betting against an apparently obvious mispricing, they often will bet that a mispricing will continue and become even more extreme.

分析人员会涉及到类似于&限制套利&所产生的结果，哈佛经济学家Andrei Schleifer和芝加哥大学教授Robert Vishny曾在20世纪90年代中期进行过一项非常著名的研究，比如，他们发现市场上的套利者比套期保值者更为活跃，他们不仅仅在错误的定价上下赌注，而且还认为误差会继续并变得更加极端。

与套利相关的网络解释 [注：此内容来源于网络，仅供参考]

arbitrage broker：套利掮客

arbitrage account 套汇帐,套利帐 | arbitrage broker 套利掮客 | arbitrage business 套购业务

Interest Arbitrage：套利

套利交易 套利 套利(Interest Arbitrage)是指在两国短期利率出现差异的情况下,将资金从低利率的国家调到高利率的国家,赚取利息差额的行为. 例如:概念 外汇投机(Foreign Exchange Speculation)是指根据对汇率变动的预期,有意保持某种外汇的多头或空头,

Interest Arbitrage：国际套利

无套利均衡:no-arbitrage | 国际套利:Interest Arbitrage | 证券仲裁:Securities Arbitrage

Merger Arbitrage：兼并套利

现实中的套利策略非常复杂,流行的分支有可转换债券套利(Convertible Arbitrage),股息套利(Dividend Arbitrage),兼并套利(Merger Arbitrage)等等. 在正统的金融学教材上,对套利行为有非常严格的数学定义,分为第一种套利机会和第二种套利机会.

Merger Arbitrage：兼并套利 merger arbitrage 兼并套利

2488 1 merger accounting 兼并会计 merger accounting 兼并会计 | 2489 1 merger arbitrage 兼并套利 merger arbitrage 兼并套利 | 2490 1 Metcalf Report > Metcalf Report >

arbitrager：套汇人,套利者

arbitragestock套利股票 | arbitragetransaction套汇交易 | arbitrager套汇人 套利者

Convertible Bond Arbitrage：可转债套利

固定收益套利Fixed Income Arbitrage 3.83 | 可转债套利Convertible Bond Arbitrage 5.17 | 方向型 放空策略Dedicated Short Bias 6.04

hedge fund：套利基金

它的主要发展战略是:利用具有竞争力的规章制度、低税率和严格的法律来促进民营银行、套利基金(hedge fund)和房地产业的繁荣;另外,新加坡外资获准手续便捷,据GFIA套利基金咨询机构的总裁称,办理一只装饰品套利基金只需24小时即可完成.

Direct hedging：直接套利

但在特定的商品领域,有些个人或经纪人受到他的尊高德利指出,利用商品可以投机操作外币买卖,因此在外币直接套利(Direct Hedging)操作不可能时,还是能够用商品作为套利的工具:比方说,在纽约做多可可豆,并在伦敦建立类似的空仓.

Riskless arbitrage：無風險套利

交易商可以采取多种策略从一种或多种证券的持有中获取收入,套头交易策略主要有:无风险套利(riskless arbitrage)和风险套利(risk arbitrage). 证券化(Securitization)是近几十年来世界金融领域的最重大创新之一. 从形式上分,