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Arbitrage free option pricing models

The financial definition for Arbitrage free option pricing models:

Yield curve option-pricing models.




Similar Matches

Arbitrage bonds

Arbitrage bonds
Municipality issued bonds issued intended to gain an interest rate advantage by refunding a higher-rate bond in ahead of their call date. Lower-rate refunding issue proceeds are invested in Treasuries until the first call date of the higher-rate issue.


Arbitrage Trading Program (ATP)

Arbitrage Trading Program (ATP)
See: Program trading.


Arbitrageur

Arbitrageur
One who profits from the differences in price when the same, or extremely similar, security, currency, or commodity is traded on two or more markets. The Arbitrageur profits by simultaneously purchasing and selling these securities to take advantage of pricing differentials (spreads) created by market conditions. See: Risk arbitrage, convertible arbitrage, index arbitrage, and international arbitrage.


Further Suggestions

Convertible Arbitrage
Covered interest arbitrage
Currency arbitrage
Discount Arbitrage
Index arbitrage
International arbitrage
Locational arbitrage


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