At that time, the main currency for arbitrage transaction was yen, because the interest rate was low for yen then, and many objects of arbitrage transaction were AUD and NZD.
当时进行套利交易的货币主要是日元，因为当时日元的利率很低，有很多套利交易的标的是澳大利亚元和新西兰元。
Despite that modern option pricing theory can give an accurate describe of the interest rate movement, no arbitrage model, the equilibrium model, the martingale model all have deficit.
尽管现代期权理论能对利率运动给出“精确”描述，然而，无论是无套利模式、均衡模式还是鞅模式，均存在一定的缺点。
Capital flow is sensitive to interest rate and foreign exchange rate, a small spread may lead to large-scale currency conversion and arbitrage activities.
而国际资本流动对利率、汇率波动的敏感程度较强，微小的利差、汇差就可能导致大范围的货币兑换和套利行为。
This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
本文推导出在随机利率经济体系下，无套利条件之组合型选择权的近似封闭解。
Arbitrage pricing determines the market price of financial securities given a risk-free "bank" that takes deposits and lends at a known interest rate.
套利定价决定市场价格的金融证券给予的无风险“银行”考虑存款和贷款在一个已知的利息。
Then we try to summarize the points in relative research. Moreover, we analyze the pricing of interest rate swap in RMB from arbitrage point of view.
然后对国内外利率互换相关研究进行了文献的综述，并以此为切入点，从套利定价的角度分析了人民币利率互换的套利定价组合。
If interest rate parity is violated, then an arbitrage opportunity exists.
他们认为均衡汇率是通过国际抛补套利 …
If interest rate parity is violated, then an arbitrage opportunity exists.
他们认为均衡汇率是通过国际抛补套利 …
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