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Triangular arbitrage opportunities may only exist when a bank's quoted exchange rate is not equal to the market's implicit cross exchange rate. The following equation represents the calculation of an implicit cross exchange rate, the exchange rate one would expect in the market as implied from the ratio of two currencies other than the base currency.
The formula is quickly proven by reducing the situation to one where we can apply the Black-Scholes formula. First, consider both assets as priced in units of S 2 (this is called 'using S 2 as numeraire '); this means that a unit of the first asset now is worth S 1 /S 2 units of the second asset, and a unit of the second asset is worth 1.
In finance, a forward contract, or simply a forward, is a non-standardized contract between two parties to buy or sell an asset at a specified future time at a price agreed on in the contract, making it a type of derivative instrument.
In the case of two goods and two individuals, the contract curve can be found as follows. Here refers to the final amount of good 2 allocated to person 1, etc., and refer to the final levels of utility experienced by person 1 and person 2 respectively, refers to the level of utility that person 2 would receive from the initial allocation without trading at all, and and refer to the fixed total ...
The value of the depth > is constant before and after a trade is executed, so the LT trading condition defines a level curve. For a fixed value of the depth κ {\displaystyle \kappa } , the level function φ κ {\displaystyle \varphi _{\kappa }} (also known as the forward exchange function [ 5 ] ) is such that f ( x , y ) = κ 2 x = φ κ ( y ...
{{#if: test string | value if true | value if false}} (selects one of two values based on whether the test string is true or false) {{#ifeq: string 1 | string 2 | value if equal | value if unequal}} (selects one of two values based on whether the two strings are equal—a numerical comparison is done whenever that is possible)