查询词典 spread arbitrage

For a finite-security and finite- state financial market with three forms of friction: ask-bid spread, transaction costs and tax, by using the theory of convex analysis and some optimization techniques, a series of necessary and sufficient conditions are established to characterize weak and strong no-arbitrage respectively.

对存在买进卖出价差、交易费和税收三种摩擦和有限个可能的自然状态的金融市场，利用凸分析理论和最优化技术刻划出了强无套利和弱无套利的一系列充要条件，以往许多这方面的结果均是我们的特例。

Commodity speculators have been using cheap credit to play the arbitrage spread between futures and spot on the oil markets.

日用品投机者已经使用廉价的信用完成了期货和现货石油市场的套利。

At the same time, the spread of the phenomenon of arbitrage funds for the ability to operate a new test of how to balance the relationship between institutional clients and how to spread the influx of funds under the protection of the state of the original owners, the fund industry as a whole to maintain the healthy and stable development, Funds are needed to improve trade issues.

同时，对经营的能力如何平衡之间的机构客户，以及如何传播下的，原国家保护业主的资金涌入关系的新考验的传播现象的套利基金基金业作为一个整体，保持健康，稳定发展，需要资金以改善贸易的问题。

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。

Hence this study purposed on the relationship between strike prices and premium through empirical research and try to find a strategy of arbitrage on spread of market anomaly.

所以本文冀希将实务研究导入选择权交易中的各个履约价和其相关权利金间是否存在一必然关系性来做为研究目的，也冀希从研究中找寻一可行性之套利策略以探求市场异质性之价格误谬进行套利目的。

This paper demonstrates arbitrage strategy spread between time value and space value based on TXO(Taiwan Stock Exchange Capitalization Weighted Stock Index)in order to find maximums profile and lowest risk space in the real index market.

本文针对台指选择权在实务上之时间价值和空间价值的交易策略价差模型加以探讨，以发现最大获利点和最低风险空间。

Given a stochastic term structure of default-free interest rates and a stochastic maturity specific credit-risk spread, the arbitrage free swap values can then be priced under domestic martingale measure.

经由给定无违约风险的期间利率结构，以及随机到期的特定信用风险补偿，得到在平赌测度下的无套利交换价值。

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。

It goes back to what I told you...

现在回到我告诉过你的。。。

With a supporter in Mr Charest and an admirer in Mr Dumont, Mr Harper may be encouraged to call an election himself.

由于在沙雷那边有个支持者，杜蒙那边有个崇拜者，鼓励哈珀为自己举行一次选举。