- {\displaystyle e^{-r(T-t)}F(t)} and the
second ****et to be K {\displaystyle K}
riskless bonds paying off $1 at time T {\displaystyle T} . Then the call option...
- the
portfolio represented by the right-hand side is
riskless: thus the
equation says that the
riskless return over any
infinitesimal time
interval can be...
- a box
spread is a
combination of
positions that has a
certain (i.e.,
riskless) payoff,
considered to be
simply "delta
neutral interest rate position"...
-
there is no way to make a
riskless profit).
Ability to
borrow and lend any amount, even fractional, of cash at the
riskless rate.
Ability to buy and sell...
- Olivier; Weil,
Philippe (29
November 2001). "Dynamic Efficiency, the
Riskless Rate, and Debt
Ponzi Games under Uncertainty". The B.E.
Journal of Macroeconomics...
-
return on a capitalization-weighted
stock market index and the
yield on a
riskless government bond (in this case one with 10
years to maturity).
Richard Grinold...
- (or discount) to earn a
riskless profit from
discrepancies between two countries'
interest rates. The
opportunity to earn
riskless profits arises from the...
-
additional interest rate or "spread"
corporate bonds pay over that of "
riskless" US
Treasury bonds,
according to the bonds' rating. (See "Basis
point spread"...
- in
risky choices,
Tversky and
Kahneman (1991)
discuss loss
aversion in
riskless choices, for instance, not
wanting to
trade or even sell
something that...
- constant. In particular, the
model does not ****ume the
existence of a
riskless ****et (such as a zero-coupon bond) or any kind of
interest rate. The model...
