Exchange Currency

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.

Related information about arbitrage-free valuation:
  1. Arbitrage-Free Valuation Definition | Investopedia
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  6. arbitrage-free valuation of bilateral counterparty risk
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  7. ARBITRAGE FREE VALUATION OF A FEDERAL TIMBER LEASE ...
    ARBITRAGE FREE VALUATION. OF A FEDERAL TIMBER LEASE. Ellen Burnes. Department of Agricultural and Resource Economics. Oregon State University ...
     
  8. Arbitrage-free bilateral counterparty risk ... - Purdue University
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