arbitrage

listen to the pronunciation of arbitrage
Englisch - Türkisch
{i} arbitraj
bir borsada satın alınan tahvilatı aynı zamanda diğer bir borsada kâr ile satma
(isim) arbitraj
dövizi ucuz olduğu piyasadan alıp pahalı olduğu piyasada satmak
hakem vasıtası ile bir davayı halletme
uluslararası döviz piyasalarındaki kur farklarından yararlanarak
(Kanun) hakem kararı

Relevante Übersetzungen

pure arbitrage
(Ticaret) arbitraj
pure arbitrage
(Ticaret) risksiz işlem
takeover arbitrage
arbitrajı alma
chamber of arbitrage
hakem heyeti
hard arbitrage
katı arbitraj
indirect arbitrage
dolaylı arbitraj
takeover arbitrage
arbitraji alma
volatility arbitrage
volatilite arbitraj
covered interest arbitrage
(Ticaret) güvenceli faiz arbitrajı
simple arbitrage
(Ticaret) basit arbitraj
uncovered interest arbitrage
(Ticaret) korumasız faiz arbitrajı
Englisch - Englisch
Any market activity in which a commodity is bought and then sold quickly, for a profit which substantially exceeds the transaction cost

a. 1973, Benjamin Graham, The Intelligent Investor, edition 2003 HarperCollins ed., page 174:But in recent years, for reasons we shall develop later, the field of arbitrages and workouts became riskier and less profitable.

The purchase of the stock of a future takeover target, with the expectation that the stock will be sold to the person executing the takeover at a higher price
To engage in arbitrage in, between, or among
To employ [[#Noun|arbitrage]]
The practice of quickly buying and selling foreign currencies in different markets in order to make a profit
The simultaneous buying and selling of the same commodity or foreign exchange in two or more markets to take advantage of price differentials
The process in which professional traders simultaneously buy and sell the same or equivalent securities for a riskless profit See also Risk Arbitrage
Judgment by an arbiter; authoritative determination
The simultaneous purchase of a commodity/derivative in one market and the sale of the same, or similar, commodity/derivative in another market in order to exploit price differentials
The simultaneous purchase and sale of similar or identical commodities in two different markets in hope of gaining a profit from price differences
The simultaneous purchase and sale of similar commodities in different markets to take advantage of price discrepancy
Arbitrage involves the simultaneous purchase of a security in one market and the sale of it or a derivative product in another market to profit from price differentials between the two markets (See derivative)
A zero-risk, zero net investment strategy that still provides profit This is facilitated by taking advantages of current prices in different markets, which allows the investor to buy an asset at a price in one market, and sell it at a higher price in another market
The simultaneous purchase and sale of similar instruments in different markets to take advantage of price discrepancies
The simultaneous purchase and sale of similar commodities in different markets to take advantage of a price discrepancy
The simultaneous purchase and sale on different markets, of the same or equivalent financial instruments to profit from price or currency differentials The exchange rate differential or Swap points May be derived from Deposit Rate differentials
The simultaneous purchase of a security on one stock exchange and sale of the same security or an equivalent of that security on the same or another exchange which can result in a profit The profit is the difference between the buy and sell prices and is usually a very small amount per unit Arbitrage is a sophisticated manoeuvre executed by professional traders
The purchase of securities on one market for immediate resale on another market in order to profit from a price or currency discrepancy
The simultaneous buying and selling of a security at two different prices in two different markets The arbitrageur makes money by taking advantage of the price disparity by selling in one market while simultaneously buying in the other Since the disparity is usually very small, a large volume is required to lock in a significant profit for the arbitrageur Perfectly efficient markets present no arbitrage opportunities Fortunately, perfectly efficient markets seldom exist BACK TO TOP
Simultaneous purchase of cash commodities or futures in one market against the sale of cash commodities or futures in the same or a different market to profit from a discrepancy in prices Also includes some aspects of hedging See Spread, Switch
Taking advantage of countervailing prices in different markets by the purchase or sale of an instrument and simultaneous taking of an equal and opposite position in a related market to profit from small price differentials
In finance, arbitrage is the activity of buying shares or currency in one financial market and selling it at a profit in another. the process of buying something such as raw materials or currency in one place and selling them immediately in another place in order to make a profit from the difference in prices arbitrager (arbitrer, from arbitrari; ARBITRATE). Business operation involving the purchase of foreign currency, gold, financial securities, or commodities in one market and their almost simultaneous sale in another market, in order to profit from price differentials existing between the markets. In the 1980s a form of speculation called risk arbitrage arose, in which speculators tried to identify companies targeted for takeover and buy blocks of their stock, to be resold at a profit when the takeover was announced and the company's stock rose in value. See also insider trading; security
Arbitrageurs make their living by seizing on price differences for a security that is traded on a different market or in a different form, such as an option or a futures contract Someone who buys, say, a soybean contract on one market and sells a soybean contract on another exchange is practicing arbitrage by locking in a profit
any market activity where a commodity is bought and sold quickly for a profit which far exceeds the transaction cost
practice arbitrage, as in the stock market
The simultaneous purchase on one exchange and sale on another of the same or equivalent financial instruments in order to benefit from price or currency differentials
A traffic in bills of exchange (see Arbitration of Exchange); also, a traffic in stocks which bear differing values at the same time in different markets
{f} (Finance) practice arbitrage in the stock market
a kind of hedged investment meant to capture slight differences in price; when there is a difference in the price of something on two different markets the arbitrageur simultaneously buys at the lower price and sells at the higher price
A technique employed to take advantage of differences in price If, for example, ABC stock can be bought in New York for $10 a share and sold in London at $10 50, an arbitrageur may simultaneously purchase ABC stock here and sell the same amount in London, making a profit of $ 50 a share, less expenses Arbitrage may also involve the purchase of rights to subscribe to a security, or the purchase of a convertible security - and the sale at or about the same time of the security obtainable through exercise of the rights or of the security obtainable through conversion
Simultaneous purchase of cash commodities or futures in one market against the sale of cash commodities or futures in the same or different markets or time periods with the intention of profiting from a discrepancy in prices
{i} simultaneous purchase and sale of commodities or financial instruments in various markets to profit from unequal prices without risk (Finance); arbitration, settling of a dispute by a mutually chosen mediator (Archaic)
The simultaneous buying and selling of two different, but closely related, securities to take advantage of a disparity in their prices in one market or different markets
The process in which one bank rips off another one by selling it something at the wrong price OK, that was a bit facetious, even if it's pretty accurate It's the process by which small, local price differences in a share are exploited and thus evened out For instance, Unilever trades on the stock exchanges in London and in Holland and any changes in price in one market - say, through an institution selling off a large chunk of shares in London - will also rapidly be reflected on the other market through arbitrage
Earning profits by buying a good or an asset in one place (or time) and selling it in another place (or time) where its price is higher In this book, arbitrage is used to derive equilibrium conditions in financial markets: in equilibrium, there can be no arbitrage opportunities left for financiers to exploit Thus, for example, any differential in interest rates paid on investments at home and investments abroad must be offset by an expected change in the exchange rate
The simultaneous purchase and sale of similar commodities in different markets to take advantage of a price discrepancy See also Spreading
Simultaneous purchase and sale of two different contracts (or a combination of cash and futures) to take advantage of perceived mispricing In a pure arbitrage, mispricing is locked in and a risk-free profit made through trades
The purchase of assets, such as securities, on one market for immediate resale on another market to take advantage of price differences

Relevante Übersetzungen

arbitrage pricing model
An asset pricing model using one or more common factors to price returns. With only one factor, representing the market portfolio, it is called a single factor model. With two or more factors, it is called a multifactor model
arbitrage pricing theories
plural form of arbitrage pricing theory
arbitrage pricing theory
A theory of asset pricing serving as a framework for the arbitrage pricing model
arbitrage stocks
shares of Israeli companies that are traded on the New York Stock Exchange and also in the Tel Aviv stock exchange
Volatility Arbitrage
(Finans) Volatility arbitrage (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a forecast of future realized volatility of the option's underlier. In volatility arbitrage, volatility is used as the unit of relative measure rather than price - that is, traders attempt to buy volatility when it is low and sell volatility when it is high
risk arbitrage
A form of arbitrage that has some risk associated with it Commonly refers to potential takeover situations where the arbitrageur buys the stock of the company about to be taken over and sells the stock of the company that is effecting the takeover See also Dividend Arbitrage
risk arbitrage
Traditionally, the simultaneous purchase of stock in a company being acquired and sale of stock of the acquirer Modern "risk arbitrage" focuses on capturing the spreads between the market value of an announced takeover target and the eventual price at which the acquirer will buy the target's shares
risk arbitrage
Traditionally, the simultaneous purchase of stock in a company being acquired and the sale of stock of the acquirer Modern risk arbitrage focuses on capturing the spreads between the market value of an announced takeover target and the eventual price at which the acquirer will buy the target's shares
risk arbitrage
The purchase of shares in a takeover target with expectation that the price will go higher as the raider attempts to gather more shares
risk arbitrage
arbitrage involving risk; as in the simultaneous purchase of stock in a target company and sale of stock in its potential acquirer; if the takeover fails the arbitrageur may lose a great deal of money
risk arbitrage
The simultaneous purchase and sale of assets that are potentially but not necessarily equivalent.risk arbitrageur n
arbitrage

    Silbentrennung

    ar·bi·trage

    Türkische aussprache

    ärbîträj

    Aussprache

    /ˈärbəˌträᴢʜ/ /ˈɑːrbɪˌtrɑːʒ/

    Etymologie

    () From French arbitrage arbitrer (“to arbitrate”); see arbitrate.
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