arbitrage 썸네일형 리스트형 [summary]On Triangular Arbitrage in the Currency Market On Triangular Arbitrage in the Currency Market, Yeomin Yoon, Youngna Choi, ?, 2004 Abstract Typical international finance textbooks explain the triangular arbitrage process via numerical examples, using a single quote per bank, i.e., assuming no bid and asked spread or no transaction cost. In the real world, however, banks always use bid and asked prices when they announce their currency quotati.. 더보기 [Summary]Exploitable Arbitrage Opportunities Exist in the Foreign Exchange Market Exploitable arbitrage opportunities exist in the foreign exchange marketBR Marshall, S Treepongkaruna, M Young - 2007 - wwwdocs.fce.unsw.edu.au Abstract Exploitable triangular arbitrage opportunities exist in the foreign exchange market net of the bid-ask spread. Using binding bid-ask quotes at which trades could occur we show these opportunities exist over the entire twenty-four hour trading da.. 더보기 이전 1 다음
