time arbitrage

So-called relative value fixed-income arbitrage involves identifying pricing anomalies in matched bonds and betting that over time they will disappear.

所谓的相对价值固定收益套利（relative value fixed-income arbitrage）指的是，找出相关债券的定价异常现象，然后押注于这种异常现象将随着时间的推移而消失。

With Cross-time arbitrage as the starting point, this article deduce the stock index futures price formulas through the use of no arbitrage pricing method, and deduce the formular of No-arbitrage interval bounds through the cash flow analysis.

并利用无套利定价法推导出了股指期货的理论价格公式以及利用现金流分析法推导出了无套利区间的上下界公式。

At the same time varying variance both cases, whether to consider the intertemporal arbitrage model of a comparative study.

同时在是否考虑时变方差的两种情况下，对跨期套利模型进行了对比研究。

The time present arbitrage needs buying in both the futures market and the stock market, and takes the advantage of futures and stocks price volatility to make profit.

期现套利需要分别在期货市场和现货市场建仓，利用期货与现货价格差的波动进行获利。