... index arbitrage 指数套利 interest rate arbitrage 利率套利 conflicting viewpoints 矛盾的观点 ...
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二、套利交易 （一）概念 套利交易（interest rate arbitrage）是指 利用两国利率之差与两国货币掉期率不一致的机 会，将资金从利率低的国家调往利率高的国家以 获取利差的行为。
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Covered Interest Rate Arbitrage 抛补利息套利 ; 补套利
uncovered Interest rate arbitrage 抛补的套利
interest rate spreads arbitrage 利差套利
No Arbitrage Interest Rate Model 无套利利率模型
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。
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