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  2. Formula pricing - Wikipedia

    en.wikipedia.org/wiki/Formula_pricing

    In commodities transactions, formula pricing is an arrangement where a buyer and seller agree in advance on the price to be paid for a product delivered in the future, based upon a pre-determined calculation. For example, a packer might agree to pay a hog producer the average cash market price on the day the hogs will be delivered, plus a 2 ...

  3. Forward contract - Wikipedia

    en.wikipedia.org/wiki/Forward_contract

    8.1 Extensions to the forward pricing formula. ... Alice for $104,000 and immediately sell to the market for $ ... of trade contracts: Spot price; Spot market;

  4. Rational pricing - Wikipedia

    en.wikipedia.org/wiki/Rational_pricing

    The same asset must trade at the same price on all markets ("the law of one price"). Where this is not true, the arbitrageur will: buy the asset on the market where it has the lower price, and simultaneously sell it on the second market at the higher price; deliver the asset to the buyer and receive that higher price

  5. Price mechanism - Wikipedia

    en.wikipedia.org/wiki/Price_mechanism

    The price mechanism, part of a market system, functions in various ways to match up buyers and sellers: as an incentive, a signal, and a rationing system for resources. The price mechanism is an economic model where price plays a key role in directing the activities of producers, consumers, and resource suppliers. An example of a price ...

  6. Forward price - Wikipedia

    en.wikipedia.org/wiki/Forward_price

    The forward price (or sometimes forward rate) is the agreed upon price of an asset in a forward contract. [ 1 ] [ 2 ] Using the rational pricing assumption, for a forward contract on an underlying asset that is tradeable, the forward price can be expressed in terms of the spot price and any dividends.

  7. Market impact - Wikipedia

    en.wikipedia.org/wiki/Market_impact

    Market impact cost is a measure of market liquidity that reflects the cost faced by a trader of an index or security. [1] The market impact cost is measured in the chosen numeraire of the market, and is how much additionally a trader must pay over the initial price due to market slippage, i.e. the cost incurred because the transaction itself changed the price of the asset. [2]

  8. Fundamental theorem of asset pricing - Wikipedia

    en.wikipedia.org/wiki/Fundamental_theorem_of...

    In a discrete (i.e. finite state) market, the following hold: [2] The First Fundamental Theorem of Asset Pricing: A discrete market on a discrete probability space (,,) is arbitrage-free if, and only if, there exists at least one risk neutral probability measure that is equivalent to the original probability measure, P.

  9. Market structure - Wikipedia

    en.wikipedia.org/wiki/Market_structure

    The market structure determines the price formation method of the market. Suppliers and Demanders (sellers and buyers) will aim to find a price that both parties can accept creating a equilibrium quantity. Market definition is an important issue for regulators facing changes in market structure, which needs to be determined. [1]