At that time, the main currency for arbitrage transaction was yen, because the interest rate was low for yen then, and many objects of arbitrage transaction were AUD and NZD.
当时进行套利交易的货币主要是日元，因为当时日元的利率很低，有很多套利交易的标的是澳大利亚元和新西兰元。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
To arbitrage the two markets, these companies accept renminbi as payment from Chinese importers, then swap the cash into dollars at the more attractive offshore exchange rate.
为了在两个市场间进行套利，这些公司从中国进口商那里接受人民币付款，然后以更具吸引力的离岸汇率将其兑换成美元。
Capital flow is sensitive to interest rate and foreign exchange rate, a small spread may lead to large-scale currency conversion and arbitrage activities.
而国际资本流动对利率、汇率波动的敏感程度较强，微小的利差、汇差就可能导致大范围的货币兑换和套利行为。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
In the USD area, it should be difficult for relative-value and arbitrage strategies to return more than the risk-free rate of 5%.
在美元区，相对价值型和套利型策略难以获得高回报。
Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.
然后对国内外利率互换相关研究进行了文献的综述，并以此为切入点，从套利定价的角度分析了人民币利率互换的套利定价组合。
The variety of dividend tax rate is one of the reasons that cause the variety of stock pricing; it also induces the arbitrage opportunities and additional trading around ex-date.
红利税率的多元化是引致投资者对股票估价差异性的原因之一，并且催生了现金股利除息前后的套利机会和增量交易。
If interest rate parity is violated, then an arbitrage opportunity exists.
他们认为均衡汇率是通过国际抛补套利 …
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
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