In chapter three , we introduce the use of martingale in apt , also give some useful results 第三章，简单介绍了鞅方法在套利定价中的应用情况，并且给出了几个重要的结果及其推广。
However , as rates move gradually higher , and as the currency faces upward pressure , this trend may be reversed 然而随着利率逐步升高、日元面临着升值压力，这种套利交易可能会扭转。
Referring to birr model , the paper develops a macroeconomic factors model in china ' s stock market 摘要本文以birr模型为参照，筛选出适用于中国股市的宏观因子套利定价模型中的宏观风险因子。
They will borrow money in low - yielding currencies to invest at higher yields elsewhere ( the carry trade ) 他们会借入低收益率的货币然后投向其他相比而言高收益的货币资产（即融资套利交易） 。
There are three basic pattern of arbitraging , cross market arbitraging , cross term arbitraging and cross commodity arbitraging 套利交易包括跨市套利、跨期套利和跨商品套利三种基本的模式。
