triangular arbitrage Flashcards

1
Q

triangular arbitrage

A

arbitraging to take advantage of cross rates mispricing

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
2
Q

it is called triangular arbitrage because

A

it involves positions in 3 currencies

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
3
Q

triangular arbitrage eliminates

A

all mispricing

How well did you know this?
1
Not at all
2
3
4
5
Perfectly