市场套利

鉴于此，文章最后提出加强内地市场金融创新，健全市场套利机制以及强化交叉上市发行及监管合作等政策。

In view of this conclusion , the article proposed to strengthen the Mainland market , financial innovation , improve market arbitrage mechanism and strengthening the policy of cross-listed issuers and regulatory cooperation .

接着，本文分析了市场法的理论基础，包括消费者行为理论中的替代规律、市场供求平衡价值理论、产权理论、公允性定律、时间差异定律、个体差异定律和市场套利定律；

Then it puts forward the economics principle , that is substitute theory , supply and demand theory , property right theory , equity law , different time law , different unit law and market arbitrage law .

有摩擦的金融市场套利与鞅

Mart in gales and Arbitrage in Securities Markets with Frictions

从市场套利的机会看，由于市场稳定机制阻碍了交易的进一步进行，导致信息难以继续在市场中扩散，因此市场存在少量的套利机会。

From the viewpoint of arbitrage opportunity , because the market stability mechanism blocks the further process of the trade , holding back the diffusion of the information in the market , some special arbitrage opportunities can exist in the market .

等价鞅测度的存在导致市场无套利，反之无套利市场一定存在等价鞅测度。

The market is arbitrage-free iff equivalent martingale measure exists .

买断式回购下的银行间债券市场的套利问题研究

Research of the Arbitrage under Outright Repo in the Inter-bank Bond Market

另外，中国的汇率管制阻止了投资者在两个市场的套利行为。

Moreover , currency restrictions prevent an arbitrage between the two markets .

有交易费市场中套利问题的注记

Notes about arbitrage of market under transaction costs

单时期证券市场中套利机会的判别法

Evaluation of Arbitrage Opportunity in Per-duration Stock Market

有摩擦期货市场的套利分析方法

Arbitrage Analysis of Futures Market with Frictions

从该定理出发，还得到了关于市场中套利机会存在性的一个构造结果。

A structural result about existence of arbitrage about an portfolio in a market is gotten .

这意味着在两个市场之间套利的空间仍然有限，因此两个市场可能仍会存在巨大的收益率差距。

That means the scope for arbitrage between the two markets is still limited , so rates can vary substantially .

由于无法在不同市场间套利，不同市场投资者人气的不同便决定了股价的不同。

Without the ability to arbitrage between the different markets , prices vary depending on investor sentiment in the various jurisdictions .

本文就纯粹套利，风险套利和市场间套利三个方面简要讨论了价格偏差分析在对冲基金中的重要性。

This paper described briefly about the methods in three scenarios : pure arbitrage , nsk arbitrage and inter - markets arbitrages .

本文属应用研究型。本文以中国股指期货市场的套利交易与风险控制为研究主题。

This article is an applied study , discusses the arbitrage transaction and risk control of the domestic stock index future market .

本文将统计套利运用于我国的股指期货，研究在我国新兴的股指期货市场上套利的可行性。

This article will apply our statistical arbitrage in stock index futures market , and test whether statistical arbitrage strategy is feasible or not in China .

混合分数债券市场中的套利和马尔科夫问题

On Arbitrage and Markovian Short Rates in Mixed Fractional Bond Markets

有摩擦金融市场中强无套利的刻画

Characterizations of Strong No - arbitrage in Markets with Frictions

最后给出了市场无强套利的一些优化问题以及其与最优消费问题的关系。

At last , we characterize no strong arbitrage with some optimal problems .

无套利原理假设金融市场不存在套利机会。

No arbitrage principle suppose there is no arbitrage opportunity in financial market .

资本市场中短期套利模型的应用分析

Application of Short-term Arbitrage Model in Capital Market

这是因为在金融市场上，套利的出现是与均衡相矛盾的。

That is because in financial market the emerge of arbitrage is conflict with equilibrium .

如果允许在两个市场之间进行套利，那它们的价格有望拉平。

Allowing arbitrage between the two exchanges should bring the prices in line , it is hoped .

国债市场中的套利操作

Arbitrage in Bond Market

凸分析及优化理论在复杂摩擦市场的无套利分析中的几点应用

The Convex Analysis and Optimization Theory with Several Applications in the No-arbitrage Analysis in the Complicated Friction Market

然而，这种日益拉大的差价正引发市场对于开发套利机制的呼声。

The increasing scale of the difference , however , is fuelling calls for arbitrage mechanisms to be developed .

价格管制导致了市场中存在套利机会，但是本文应用一个动态博弈模型论证了：对于火车票这种特殊商品，即使价格升高到供求均衡价格，依然可能存在套利机会；

This paper , however , shows that arbitrage opportunities still exist even in a market with equilibrium ticket price under certain circumstances .

在外汇市场的融资套利交易中，交易商看重的那些借入货币通常都具有利率低、汇率波动性小的特点。

In the currency market carry trade , ' funding currencies ' traditionally feature the low interest rates and low volatility traders want .

它是对传统金融学如有效市场理论、套利定价理论等的创新，也反映了现代金融学研究的最新发展。

As an innovation to traditional finance theories , such as effective market theory , it reflects the forefront development of contemporary finance .

市场中性-套利：尝试了同一发行人对冲市场风险最抵销采取不同证券的立场，经常研究。

Market Neutral-Arbitrage : Attempts to hedge out most market risk by taking offsetting positions , often in different securities of the same issuer .