Spot futures parity theorem

Describes the theoretically correct relationship between spot and futures prices. Violation of the parity relationship gives rise to arbitrage opportunities. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • spot futures parity theorem — Describes the theoretically correct relationship between spot and futures prices. Violation of the parity relationship gives rise to arbitrage opportunities. Bloomberg Financial Dictionary …   Financial and business terms

  • Теорема равенства цен — теорема, описывающая идеальную зависимость между текущими ценами спот и фьючерсными ценами. По английски: Spot futures parity theorem См. также: Наличные сделки Цены фьючерсных контрактов Финансовый словарь Финам …   Финансовый словарь

  • Rational pricing — is the assumption in financial economics that asset prices (and hence asset pricing models) will reflect the arbitrage free price of the asset as any deviation from this price will be arbitraged away . This assumption is useful in pricing fixed… …   Wikipedia

  • Diversification (finance) — Finance Financial markets Bond market …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”

We are using cookies for the best presentation of our site. Continuing to use this site, you agree with this.