arbitrage in stocks

arbitrage in stocks
арбитраж с акциями; биржевой арбитраж

Ценные бумаги. Англо-русский словарь. . 2013.

Игры ⚽ Поможем написать курсовую

Смотреть что такое "arbitrage in stocks" в других словарях:

  • Arbitrage pricing theory — (APT), in finance, is a general theory of asset pricing, that has become influential in the pricing of shares. APT holds that the expected return of a financial asset can be modeled as a linear function of various macro economic factors or… …   Wikipedia

  • Arbitrage — For the upcoming film, see Arbitrage (film). Not to be confused with Arbitration. In economics and finance, arbitrage (IPA: /ˈɑrbɨtrɑːʒ/) is the practice of taking advantage of a price difference between two or more markets: striking a… …   Wikipedia

  • Arbitrage Trading Program - ATP — A computer program used to place simultaneous orders for stock or commodities futures and the underlying stocks or commodities, usually for large volume, institutional trades. One order will be a long or short position on a futures contract, and… …   Investment dictionary

  • arbitrage —    (AHR bih trahzh) [French, from Latin: to regulate; arbitrate] The simultaneous buying and selling of the same stocks, bonds, commodities, etc., in different markets to profit from unequal prices.    It means the government ought to practice… …   Dictionary of foreign words and phrases

  • arbitrage — n. the buying and selling of stocks or bills of exchange to take advantage of varying prices in different markets. Etymology: F f. arbitrer (as ARBITRATE) …   Useful english dictionary

  • arbitrage stocks — shares of Israeli companies that are traded on the New York Stock Exchange and also in the Tel Aviv stock exchange …   English contemporary dictionary

  • Statistical arbitrage — In the world of finance and investments statistical arbitrage is used in two related but distinct ways:* In academic literature, statistical arbitrage is opposed to (deterministic) arbitrage. In deterministic arbitrage a sure profit can be… …   Wikipedia

  • Convertible arbitrage — is a market neutral investment strategy often employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer s common stock. The premise of the strategy is that the convertible is… …   Wikipedia

  • Political Arbitrage Activity — An arbitrage activity that involves trading securities based on knowledge of potential future political activity. It may be country specific or region specific, depending on the type of political activity envisaged. Impending government elections …   Investment dictionary

  • Time-Zone Arbitrage — A form of stale price arbitrage where the pricing discrepancies are due to the primary markets for the underlying securities being closed at the times that the fund is traded. Note that time zone arbitrage is sometimes mistakenly used if it were… …   Financial and business terms

  • index arbitrage — An investment/trading strategy that exploits divergences between actual and theoretical futures prices . An example is the simultaneous buying ( selling) of stock index futures ( i.e., S&P 500) while selling (buying) the underlying stocks of that …   Financial and business terms

Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»