Значение слова "DISCOUNT ARBITRAGE" найдено в 1 источнике

DISCOUNT ARBITRAGE

найдено в "Financial and business terms"

A riskless arbitrage in which a discount option is purchased and an opposite position is taken in the underlying security. The arbitrageur may either buy a call at a discount and simultaneously sell the underlying security (basic call arbitrage) or may buy a put at a discount and simultaneously buy the underlying security (basic put arbitrage). See also discount. Bloomberg Financial Dictionary


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