An arbitrage technique that involves trading between the futures and spot markets by buying the underlying of a futures contract...

A risk-neutral measure that is used to price derivative contingent claims such as average rate options by implementing stochastic discount…

A trading tactic in which an asset is bought at a low price on one market and then is immediately…

The best and most coveted assets/ divisions/ units in a company in terms of value, profitability and business prospects. Companies...

An arbitrage strategy that is based on buying a convertible security (like convertible bonds) and simultaneously selling short the issuing…

A straightforward currency swap in which the two counterparties simultaneously exchange currencies at the spot and forward rates. This swap…

An arbitrage technique that is based on the creation of a synthetic foreign exchangeforward contract using two zero-coupon debt instruments…

A potentially riskless transaction which involves taking a long position in a spot asset (i.e., carrying that asset) and a...

Trading strategies which are designed to make profits when the futures value of the stocks underling an index is different...

The constraints which are posed on the value of an option such as those determining the relationships among an option’s...