Arbitrage-Free Valuation

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Definition: Arbitrage-Free Valuation

Arbitrage-Free Valuation
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Full Definition of Arbitrage-Free Valuation

A method of determining the theoretical value of a futures contract. The metric includes such factors as carrying costs, spot prices, exchange rates, convenience yields and other time-sensitive impacts on price.

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https://payrollheaven.com/define/arbitrage-free-valuation/
Modern Language Association (MLA):
Arbitrage-Free Valuation. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
April 20, 2024 https://payrollheaven.com/define/arbitrage-free-valuation/.
Chicago Manual of Style (CMS):
Arbitrage-Free Valuation. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/arbitrage-free-valuation/ (accessed: April 20, 2024).
American Psychological Association (APA):
Arbitrage-Free Valuation. PayrollHeaven.com. Retrieved April 20, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/arbitrage-free-valuation/

Definition Sources

Definitions for Arbitrage-Free Valuation are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 19th November, 2021 | 0 Views.